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We do know that Sauron himself sent out "his Orc-captain Grishnakh"; and he did this as a direct response to bird messages that reached Barad-dur from Moria, telling of the Company's escape and the fact that hobbits and Gandalf were there.
This was the last positive fix Sauron ever had on the Ring's whereabouts.
However, throughout this period we know that Sauron relayed orders to Grishnakh via Nazgul- and Grishnakh certainly feared them. Could he have commanded them if he had the Ring? Not likely- see Letter 246. Their primary bondage was to their own Rings, which Sauron held.
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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