Galadriel said that a cloud surrounded Gandalf. "I cannot see him from afar....... A [conveniently] grey mist is about him, and the ways of his feet and his mind are hidden from me."

My assumption was that Gandalf the Grey was sent back across the Sea to get his promotion and new marching orders, and then was dropped off naked like a newborn baby. Then Ghwahir spotted him, picked him up and Gandalf gave him taxi directions to Lothlorien. There they made him the white robe, with tailor instructions from the Valar. And apparently, just so happened to be dropped off just one day after the Company left. That might explain why Galadriel knew nothing about him coming. But why didn't he catch up with them, then, like he usually did?
I am also unclear as to the Red Ring. Was this given to him on his way back after being promoted, and hence gave him some of his new "Gandalf the White" powers? Surely he didn't have this when he fought Saruman the first time. Saruman, long studier and master of Ring lore, would have spotted it in an instant.
And if all the Nazgul could not attack Lothlorien because of the White Ring, why could merely one of them knock down Gandalf at Minas Tirith, while he had the just as powerful Red Ring? The Witch King should have been bowing before him, not the other way around.
Probably fodder for another discussion!