On the Shadow, I'm with Ket: if you're going to be playing
Lord of the Nazgul, you'll want Fell Beasts.
The idea behind
Stronghold of Minas Morgul is nice, but I feel like it wouldn't end up being as useful as you'd like in the end. By the time you get it charged up and ready to go, there should already be several wounds on the Ring-bearer (between the Witch-king, Enquea, Morcs, and Gollum). It may look good on paper, in that it seems like you could just get 5 wounds out of one card, but if you're getting 5 wounds out of it, then that means your deck was already really struggling in hurting the Ring-bearer. I'd think that most times you'd only get an exertion or two, if that. Seems a bit like a waste of 4 card slots, especially when you don't yet have Fell Beasts.
Having 4
Gollum DaD with 4
Captured by the Ring also seems a bit like overkill, though it wouldn't be as much of a problem if you had Fell Beasts to get rid of your redundant cards in hand.
I would definitely consider getting an
Out of Sight and Shot in there, as that's another Witch-king you can play. Maybe an
Evil-smelling Fens as well -- sure, you'll want to use Gollum's exertions for exerting the Ring-bearer most of the time, but if the RB is already exhausted, you might as well use those exertions for another WK.
Also, I'd considering swapping in just one
Enquea, Lieutenant of Morgul. If you can get your opponent to 5 burdens via all the wounding, you could use
Out of Sight and Shot and/or
Evil-smelling Fens to pull machine-gun Enquea back multiple times.
I do like the idea behind exhausting the Ring-bearer in Regroup and then using Gollum to finish him off, but I think it's gonna be a tough trick to complete. All they need is a strength-ten companion to overwhelm Gollum. Although, I suppose they might just put him on a damage +1 companion, not realizing that you'll have
Sweeter Meats, so that could work...
I'm also not sold on that Nelya as your third Nazgul. He only works if you have initiative AND he survives to regroup, and even then, it's only a single exertion (unless they're playing a ton of Ring-bound guys). I'd consider something like
Toldea, Winged Sentry over Nelya. Or, at the very least, switch so it's 2 of each, or something.
In the end, I think the biggest things are the lack of Fell Beasts and surplus of
Stronghold of Minas Morgul. Your Stronghold has to be in play and avoid condition-removal for at LEAST three sites before it can be used, it won't necessarily do anything (as you may already have the Ring-bearer exhausted by that point), and it's a unique card of which you have 4 copies.
But, hey, you say the deck is very successful, and if that's the case, then keep goin' with it! Props for creativity, regardless. =P