Dakęsîntrah,
I’m afraid you overestimate the potential of
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a spirit neither living nor dead
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who appears almost invulnerable in your version. But it seems to me that the shadowy being as it is couldn’t be very much more potent than some bodiless spirit like Sauron himself after his Ring was destroyed. In Dante’s Divina Comedia sinners’ souls are given some quasi-body – they are ‘shadows’. Shadow is incapable of making any physical impact on anything else, but can remember things and suffer from a physical torture. The spirit of Witch King is tied to his invisible flesh by Sauron’s spell, bound to a Ring of Power. Witch King exercises magic power according to his spiritual potency, most of which is provided by his Master. It is basically some amount of Sauron’s own power that keeps Witch King “alive”, active and powerful and protects him from many perils, until the bound is broken by the counter-spell of Mery’s blade.
Unlike to Witch King Gandalf has a human body which is not protected from suffering, but the crucial thing is that Gandalf can stay alive by his own will. Let me stress this, it is HE who decides whether he should carry on or pass. So his life depends on his own spiritual power and however wounded he was he would die only if all this power had been spent. Due to this, I believe, there was no total separation between
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Gandalf's bodily authority
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and
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Olorin's authority as a Maia
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but the former was rather based on the latter, which was, however, unknown to most people of Middle Earth. As a man with Maia’s immortal spirit, Gandalf didn’t have any reason to be afraid of death. He also didn’t fear suffering and pain as his combat with Balrog had shown. But in the scene we are talking about Gandalf’s will appears to be totally paralised. Does this make sense?
And now let’s make some calculation. Sauron took some capable men, made them dreadful and kept them alive for ages. Morgoth took some initially immortal Maiar, much more powerful then mortals, and turned them into dreadful Balrogs. Gandalf’s spirit was powerful enough to endure a long combat with such an enemy, but when Witch King approached him in the movie, he lost completely and in one moment. We know as well, that almost all Witch King’s power comes from Sauron. So can we estimate how much of Sauron’s power should’ve been invested into Witch King to suppress the spirit of the other powerful Maia? I can’t measure it in per cents but I’m sure it is the amount that Sauron would never have dared to hand out to any creature, especially after his disastrous experiment with the Ring. It seems to me that Nazgul can be useful for Sauron only if they don’t have power to clame the Ring, otherwise they'd become very dangerous servants.
This is why I think that Witch King couldn’t posess such a power to break Gandalf’s will and the movie scene doesn’t fit into Tolkien’s universe. However I’d like to thank
Dakęsîntrah
for introducing some interesting points.