MoL, would you be able to confirm whether the white ghostly figure (Cargul/Nazgul model) they saw was one of the Nazgul?
I'm not the force behind this set of Further Adventures, but I did just speak with the designer who was, and they agreed with my assessment that it's more interesting to have you theorize about it than to give you a concrete answer, one way or another. Elladan and Elrohir don't know for certain, after all, and their states of mind about this particular location are definitely... fraught.