Who are the white cloaked figures in Lord of the Rings: The Rings of Power?

gamesradar.com:

The Lord of the Rings: The Rings of Power has introduced a trio of mysterious new characters. Clad in white cloaks, these ethereal figures appear to be tracking The Stranger after we saw them examining the hole he made after he fell from the sky.

The characters have so far only appeared very briefly – it's not even clear why they're tracking The Stranger. Thanks to the credits, though, we know their names: The Nomad (played by Edith Poor), The Ascetic (Kali Kopae), and The Dweller (Bridie Sisson). Previously, one of the show’s executive producers shared more insight into where they're from. After Sisson’s character was glimpsed in one of the early Rings of Power trailers, there was a lot of speculation that they were playing Sauron in shapeshifter form. Executive producer Lindsey Weber debunked the theory but offered another tantalizing clue.

"Fans might like to know that her character is traveling from far to the east – from the lands of Rhûn," she told Time. In Lord of the Rings mythology, Rhûn is where the villainous Easterlings are from, and is a region that used to be under the rule of Morgoth, the great demon and Sauron's former master. 

A major theory has now emerged that the cloaked figures are members of the Cult of Melkor. Melkor is one of Morgoth’s monikers and the cult is a religious sect devoted to worshiping the villain. After Morgoth was killed in the First Age, these followers mostly turned to Sauron and pledged their fealty to him. 

The idea that these cloaked figures are members of the Cult of Melkor also feeds into another theory: that The Stranger may actually be Sauron – hence why they are trying to find him. After all, The Stranger has the ability to commit evil deeds, like killing fireflies.