In the Amazon Prime Series, there are three magical beings clad in grey that hunt down one of the main characters and have several interactions with what are to become hobbits.
As shown in the last episode, they
mistake the istar that presumably is going to be Gandalf for Sauron and offer their service.
They seem to have a strong link to the spirit world and maybe are wraiths. They (well, at least their leader) also show a clear affiliation to the element of fire, so maybe that is a hint.
When they are banished, the Stranger shouts the following:
From Shadow, you came. To Shadow, I bid you return.
And then, this happens:
From the Time we know that the makers disclosed the following on the leader of the three even before the show started:
Her character is traveling from far to the east—from the lands of Rhûn.
Question: Is there any more definite indication, either by existing lore or disclosed by the makers of the show, to what they actually are?