Khamûl

Tolkien never presents any direct linguistic evidence for the origins of Khamûl's name, which is presumably taken from his own alien Easterling language. One feature that stands out is the similarity of its first syllable to the eastern land of Khand, and it's conceivable that there's a connection between the two.

At one point Tolkien describes this Nazgûl with the extended name of 'Khamûl the Shadow of the East' (Unfinished Tales 3 IV, The Hunt for the Ring), which might be taken to imply that his name literally means 'Shadow of the East'. If so, this might even tie in to a connection with the name Khand, but there's precious little evidence on which to base these speculations.