The idea that Denethor has begun seeing himself as Gondor by this point rings very true and explains some of the Steward’s more mystifying behavior very well. But as for his seeming inconsistency of thought regarding lordship and dignity of his northern kindred, I would hazard to say that he probably thought them less worthy since Arvedui's time, when they had lost all the northern kingdoms. Though I doubt Denethor would have accepted Arvedui himself as king of Gondor viewing the traditional line held by Gondor regarding them.
To be a bit charitable to him on how he was spending his time, it is possible that Denethor only found time to meditate deeply on the broken horn while waiting for Gandalf and Pippin to arrive. And it appears that he was sharp at this point, not off in the deep end at all, even in Gandalf's eyes. So this 'prop' might have been chosen for it's effect in supporting the steward's show of real grief.
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”Folly?” said Gandalf. “Nay, my lord, when you are a dotard you will die.”
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Gandalf says this after he stared down Denethor. Could they have been engaging in some form of osanwe? Tolkien hints, and it seems as though Gandalf contented himself that Denthor’s knowledge was due do the keen sight of Gondorian lords, perhaps a lesser form of osanwe, but it seems as though this display may have served a purpose for Denethor. Perhaps to help screen from Gandalf the knowledge gained via palantír rather than from his messengers. As as for the folly, perhaps Denethor truely recognized his error before his demise.
Also surprising was Pippin's notice of the joy under Gandalf's sorrow. It seems a very Christian concept.
Ah yes, can't forget to mention this little quote, seeing where we are discussing this!
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'It came out of the mounds that lie on the borders of my country,' said Pippin. "but only evil wights dwell there now, and I will not willingly tell more of them."
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Sound advice from Pippin? Come now, not all of us are evil!
