In As Duas Torres, Gandalf diz:
"Many are my names in many countries. Mithrandir among the Elves, Tharkûn to the Dwarves; Olórin I was in my youth in the West that is forgotten, in the South Incánus, in the North Gandalf, to the East I go not."
Sabemos que Faramir e os homens de Gondor também chamaram Gandalf "Mithrandir" e também Incánus se traduz em "espião do norte".
Então é provável que Incánus seja o nome dado a Gandalf pelos Haradrim?
É possível; Tolkien escreveu notas conflitantes sobre a etimologia do nome "Incánus", publicadas em Contos Inacabados no ensaio "The Istari".
Primeiramente, em uma nota escrita algum dia antes do 1966, Tolkien escreveu (negrito é a minha ênfase, itálico é o de Tolkien):
[The passage quoted in the question] is the only evidence that survives for his having extended his travels further South. Aragorn claims to have penetrated "the far countries of Rhûn and Harad where the stars are strange" (The Fellowship of the Ring II 2). It need not be supposed that Gandalf did so. [...] Harad "South" is thus a vague term, and although before its downfall Men of Númenor had explored the coasts of Middle-earth far southward, their settlements beyond Umbar had been absorbed, or being made by men already in Númenor corrupted by Sauron had become hostile and parts of Sauron's dominions. But the southern regions in touch with Gondor (and called by men of Gondor simply Harad "South", Near or Far) were probably both more convertible to the "Resistance," and also places where Sauron was most busy in the Third Age, since it was a source to him of man-power most readily used against Gondor. Into these regions Gandalf may well have journeyed in the earlier days of his labours.
The name Incánus is apparently 'alien', that is neither Westron, nor Elvish (Sindarin or Quenya), nor explicable by the surviving tongues of Northern Men. A note in the Thain's Book says that it is a form adapted to Quenya of a word in the language of the Haradrim meaning simply 'North-spy'.
Segundo, no 1967, ele escreveu uma história diferente do nome (novamente, negrito é a minha ênfase):
It is very unclear what was meant by "in the South." Gandalf disclaimed ever visiting "the East," but actually he appears to have confined his journeys and guardianship to the western lands, inhabited by Elves and peoples in general hostile to Sauron. At any rate it seems unlikely that he ever journeyed or stayed long enough in the Harad (or Far Harad!) to have there acquired a special name in any of the alien languages of those little known regions. The South should thus mean Gondor (at its widest those lands under suzerainty of Gondor at the height of its power).
[...]
Gandalf, it is said in the Tale of Years, appeared in the West early in the eleventh century of the Third Age. If we assume that he first visited Gondor, sufficiently often and for long enough to acquire a name or names there - say in the reign of Atanatar Alcarin, about 1800 years before the War of the Ring - it would be possible to take Incánus as a Quenya name devised for him which later become obsolete, and was remembered only by the learned.
É isso Provável? Difícil dizer. Tolkien argumenta muito bem que não havia muito sentido em Gandalf rondando os Haradrim, que estão praticamente sob o domínio de Sauron desde o início.1. No entanto, há um argumento a ser argumentado de que Gandalf poderia ter viajado para South Gondor, um território reivindicado por Gondor e Haradrim. Olhando para exemplos modernos de territórios disputados2, não é inconcebível que os gondorianos daquela região possam ter recebido algumas palavras emprestadas da língua Haradrim.
Embora especulação, essa é uma possível explicação de como Gandalf poderia ter um nome de origem Haradrim e nunca viajar de fato entre o povo Haradrim.
1 Os fundamentos raciais dessa opinião, além de retificá-la com a crença católica de Tolkien de que nenhum ser está além da redenção, é algo que deixo para outros.
2 Eu não estou nomeando nenhum; por favor, sem guerras de chamas