We don't know if it's Gandalf. It's only speculation. He mimics Gandalf-isms from the movies (cupping a bug and talking to it), and generally looks like him. It

We don't know if it's Gandalf. It's only speculation. He mimics Gandalf-isms from the movies (cupping a bug and talking to it), and generally looks like him. It could easily be misdirection for someone else like Sauron or maybe even a blue wizard?