Gandalf had fought the Nazgul before, at Amon Sul. The two that killed the
Witch King had the use of a Numenorean blade, as well as deep untouched wells
of willpower that were sapped by killing the WK.
Gandalf has tons more power as the White, and was not frightened by the Balrog
(stronger and more fearsome than the Nazgul). I think if he got a stab in , he
would not be affected by the Black Breath-because no shadow, literal or
spiritual falls on Gandalf the White;he generates his light. Remember that he
stopped the WK with light from his
hand.
There is but one task remaining in Arda-we,the Dragons of Valinor will make it happen.
Lone resident of the Republic of Gondor
PO-TA-TOE-S not PO -TAH-TOE-S!