the lord of the rings - What does Gandalf mean by "Secret Fire", "Flame of Anor" and "Flame of Udûn"?

In Moria, when Gandalf confronts the Balrog on the bridge of Khazad-dûm, Gandalf says the following:

I am a servant of the Secret Fire, wielder of the flame of Anor. You cannot pass! The dark fire will not avail you, flame of Udûn. Go back to the Shadow! You cannot pass!

I cannot find any reference to "flame of Anor" or "flame of Udûn" anywhere else in the Lord of the Rings, not in the appendices. As Gandalf possesses Narya (the ring of fire) at this point in time, I am wondering if he is referring to this in some way? Is this correct? If not, what is he referring to?

Answer

Gandalf is making three very specific references as both warning and challenge to the Balrog.

By identifying himself as a servant of the secret fire (or Flame imperishable), Gandalf is identifying himself as a Maia, an embodied angelic servant of the Valar protecting the light of Creation that Eru Iluvatar (or God) has set to burn at the centre of Arda (Earth).

Wielder of the flame of Anor is a reference to his ability to draw on the power of the sun possibly through the Ring of Fire Narya but maybe also through his own divine origins.

Finally as he refers to the Balrog as the Flame of Udun, he informs the Balrog that he knows it to be a corrupted Maia in the service of Morgoth from the earliest time when he resided as Melkor in his dark fortress of Utumno broken by the Valar at the awakening of the Elves. He orders it to retreat (go back to the shadows) or face the consequences of divine conflict and final judgement before the Vala Mandos, the fate of all slain creatures.

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