A movement by movement discussion sounds fun!
I had never thought about applying the fanfare directly to Gandalf! But seeing how this is the opening of his movement that makes sense. I like to think of the fanfare as the opening of a theater curtain which offers us a brief glimpse into Middle-Earth. I have thought of it this way because the fanfare returns at the end of the fifth movement to round off the symphony (a closing of the curtain), or is it Gandalf visiting the hobbits in the Shire? I suppose both are a possibility!
I find that the first movement presents a great summation of Gandalf's character. I find the theme that follows the opening fanfare to have a very noble character to it. The beginnings of the theme are very humble (in the low winds, then it is passed to upper winds) but after a crescendo it is presented in the brass and eventually the full ensemble. For me this is the reveal of Gandalf's character; he appears to be a humble old man, but beneath the human shell is a noble maiar. The sweeping melodic lines also help to conjure the fantastical landscape of Middle-Earth for me (I like to view Middle-Earth in a similar way that the Hilderbrandt brothers portrayed it). The key-area wanderings of the theme is an interesting observation!
The Shadowfax section is a lot of fun. It reminds me that Gandalf is not only wise and noble, but he is also an exciting character with an urgent and important mission!
The chorale/hymn is my favorite part of this movement.

For me it elicits the same emotional response I have to the brass chorale Brahms uses in the
final movement of his first symphony. The chorale appears at the end of the fourth movement in full glorious Brahmsian orchestration, I would recommend listening to the entire movement to hear it in context. Although I can't say that de Meij was directly influenced by Brahms in this moment, however I can say that both composers use chorales to create very powerful moments in these two pieces of music.
I just realized that the final, grand presentation of the chorale in the Brahms is immediately preceded by a fast section that uses repeating rhythmic figures (it begins in the video I posted above around the 15:35 minute mark), this is a similar fashion to how de Meij approaches the reveal of the hymn tune by leading into it with the fast paced Shadowfax section which uses a repeating rhythmic figure in the xylophone. So there are a few more similarities there!
Oh I had never heard that about the G, A, D, F notes! That would be very cool if it were hidden in the score somewhere. There is a study score available for $25 US that I am considering purchasing for my sheet music library. If I buy it I will definitely take a look and see if I can find GADF in there somewhere!
Overall this movement makes me feel like I could go on an adventure! It's amazing how de Meij is able to encapsulate Gandalf's character in only six minutes of music. And I can't imagine this movement being anywhere other than at the beginning of the symphony.