Quais eram as feras caídas que os Nazgul voavam?

Eu não acho que eles já receberam um nome. O Conto dos Anos no Apêndice B apenas se refere a "Nazgûl Alado". A única vez que vemos um de perto é no Livro V, capítulo 6: A Batalha dos Campos de Pelennor:

The great shadow descended like a falling cloud. And behold! it was a winged creature: if bird, then greater than all other birds, and it was naked, and neither quill nor feather did it bear, and its vast pinions were as webs of hide between horned fingers; and it stank. A creature of an older world maybe it was, whose kind, lingering in forgotten mountains cold beneath the Moon, outstayed their day, and in hideous eyrie bred this last untimely brood, apt to evil. And the Dark Lord took it, and nursed it with fell meats, until it grew beyond the measure of all other things that fly; and he gave it to his servant to be his steed.

Uma citação de RotK, Capítulo A Batalha dos Campos de Pelennor :

The great shadow descended like a falling cloud. An behold! it was a winged creature: if bird, then greater than all other birds, and it was naked, and neither quill nor feather did it bear, and its vast pinions were as webs of hide between horned fingers; and it stank. A creature of an older world maybe it was, whose kind, lingering in forgotten mountains cold beneath the Moon, outstayed their day, and in hideous eyrie bred this last untimely brood, apt to evil. And the Dark Lord took it, and nursed it with fell meats, until it grew beyond the measure of all other things that fly; and he gave it to his servant to be his steed. Down, down it came, and then, folding its fingered webs, it gave a croaking cry, and settled upon the body of Snowmane, Digging in its claws, stooping its long naked neck.

Parece que a frase "Uma criatura de um mundo antigo, talvez fosse" parece indicar-me que é um dinossauro literal ou uma fera da primeira idade, há muito esquecida. No entanto, se eles estivessem vivos, mesmo durante a Primeira Era, alguém provavelmente teria se lembrado disso. Tolkien nunca realmente elabora mais.

Minha conclusão: provavelmente uma criatura semelhante a um dinossauro, preservada em uma caverna em algum lugar, que Sauron encontrou e torceu. Não nos é dito exatamente o que é chamado, que é onde todo o genérico "caiu fera" veio.

Tolkien comenta isso em uma carta de fãs ( Carta 211 ), coletada em "As Cartas de JRR Tolkien".

Did the Witch-king ride a pterodactyl at the siege of Gondor?

Pterodactyl. Yes and no. I did not intend the steed of the Witch-King to be what is now called a 'pterodactyl', and often is drawn (with rather less shadowy evidence than lies behind many monsters of the new and fascinating semi-scientific mythology of the 'Prehistoric'). But obviously it is pterodactylic and owes much to the new mythology, and its description even provides a sort of way in which it could be a last survivor of older geological eras.