I'd say Gothmog is a Maiar, he is lord of balrogs and captain of Angband, no orc or man can do that, balrogs (maiar) are greater than man or orcs...
And a nazgul is af course redicoules, the nazgul are 'ring wraiths'. How can Gothmog be a nazgul if the rings of power were not even made to get him into that state...
Now I can't see anything but a balrog himself to be lord of balrogs.... I mean I don't think even nazgul's are powerfull enough for that
