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As for Denethor, I think it may be that Tolkien sometimes left characters for us to puzzle out without much help from him, sort of like the teacher saying 'I'll leave that for you as an assignment'. Or perhaps Tolkien disliked Denethor too much to explain him, but there were plenty of nastier characters who were given more depth (not Wormtongue, of course, so maybe it is the same thing with Denethor).
I like the fact that we meet Denethor in his descent into madness...