Yeah, I'm also pretty intrigued as to how they will handle the "nazgul issue". IMO, all of the other Tolkien games have handled it pretty well, like Lotr tcg, Meccg, gamesworkshop lotr, etc. However, I think we already got a glimpse of how they will do it with Dol Guldur, with the Nazgul of Dol Guldur. I think it's a pretty good way to make them, with "Nazgul + -epithet-" or maybe names that don't scream out "nazgul" but they make way more sense on a nazgul, something like "Black Captain" or "Wraith on wings" or "Black Rider". That would mean though, that the nazgul trait would have to have an implicit effect so that there cannot be more than 9 nazgul in play at the same time. I hope that they do that though, at least that is how I would do it.
EDIT: scrap that last point, it will obviously depend on the scenario.