Yes, he's been here about fifteen hundred years now, so Gandalf has seen a lot, and has I'd think at least a smattering of memories from before he incarnated as one of the Maiar. And as the final battle approached, I would definitely expect for the Valar to send their servants to keep an eye on things as they developed. In their perspective the next crisis will occur within an eyeblink, after all. Thanks so, Azalais!