the lord of the rings - When did Gandalf become a Maia?

Obviously in the final legendarium, Gandalf was always a Maia as he is Olórin, one of the Ainur who was present at the singing of the Music.

What I want to know is: did Tolkien always consider Gandalf a Maia? If not, at what point did Gandalf become Olórin the Maia, instead of just an unattached Odinic wandering wizard? It could have been in the Hobbit, LOTR, during later work on the Silmarillion, etc.

Answer

In The Treason of Isengard, Christopher Tolkien states the first known conception that Gandalf is actually one of the Emissaries from the West, and thus a Maia:

The page that I give first begins with the note 'Wizards = Angels', and this same note is found on the other two pages also. I take it to be the first appearance in written record of this conception, i.e. that the Istari or Wizards were angeloi, 'messengers', emissaries from the Lords of the West: see Unfinished Tales pp. 388 ff., and especially my father's long discussion in Letters no. 156 (4 November 1954).

The note isn't dated but was written during the creation of LOTR (specifically, the real-world time period chronicled in TToI.)

Additional reading:

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