Yeah you're right. The main dwarf in LOTR actually ended up liking (at least 2) elves.
I don't remember if the book actually explains what Gandalf was doing in Fangorn? But you'd think that he must have been looking for his friends, even if he did seem "out of it."
I think Gandalf hammed it up a little too. After all he knew where he was going and why. And he knew exactly where everyone in the company was except Frodo and Sam. Don't you think Gandalf being the mysterious figure makes more sense than Sauroman?