At least Annatar is a Second Age character. Having Gandalf show up in Middle Earth some 3,000 years early would be a travesty.
I think we're seeing the origins of "Annatar", who Tolkien notes had convinced himself he was doing good, for a while. I suspect we'll see the Harfoots almost help Sauron turn to doing good, and then fail.
Why Sauron completely forgets about them..that's another question. Some stupid explanation will not doubt be given.
But on the other hand, Sauron finally becoming aware of the existence of Hobbits in the 4th Millennium of the Third Age if he spent time with the Harfoots some 5,000 years earlier is just as bad.
*MySmiley*
"Bustin' makes me feel good!"
Ghostbusters, by Ray Parker Jr.