In The Lord of the Rings, Gollum seems to be acting in some kind of complicity with Shelob. He is well aware of her residence above the stairs and he eventually brings Frodo and Sam to her doorstep.
Here's a snippet from the LOTR Wiki page on Shelob:
At one point, Gollum, after being set free from Mordor, stumbled into her lair; it is not known what he sought there. As he mainly prefers staying away from danger, and the cave being littered with bones from Shelob's meals evidently is dangerous, he must have had a clear purpose. He survived his encounter with Shelob by promising to bring her tastier meats. The Orcs in Cirith Ungol apparently know him well and have seen him on several occasions in the caves; they comment mockingly that he is probably not good for eating. So one can speculate Gollum has served as Shelob's servant on several occasions.
This promise was fulfilled when Gollum led the Ringbearer and his servant into her lair in hopes that she would kill them, allowing him to reclaim his precious since she does not care for it.
To be sure, Gollum is not exactly a master of the situation throughout their journey, so it would appear to be highly questionable whether his plans (taking the above for granted) are well laid.
Why would Gollum ever come back to Shelob again, once he escaped? And could he have hoped that she would not care for the Ring? (Even though Ungoliant cared for the Silmarils?) And even if she did not care, could she have been expected obligingly to dissect the Ring from her prey for Gollum to pick up? Or was there a prior deal about this (though I cannot see how there might have been, taking the sequence of events into account)?
Answer
What relationship do Gollum and Shelob have?
We have limited information about what sort of relationship Gollum and Shelob may have had; in the book, it's said that:
[Y]ears before, Gollum had beheld her, Sméagol who pried into all dark holes, and in past days he had bowed and worshipped her, and the darkness of her evil will walked through all the ways of his weariness beside him, cutting him off from light and from regret. And he had promised to bring her food.
[...]
[L]ong now had she been hungry, lurking in her den, while the power of Sauron grew, and light and living things forsook his borders; and the city in the valley was dead, and no Elf or Man came near, only the unhappy Orcs. Poor food and wary. But she must eat, and however busily they delved new winding passages from the pass and from their tower, ever she found some way to snare them. But she lusted for sweeter meat. And Gollum had brought it to her.
The Two Towers Book IV Chapter 9: "Shelob's Lair"
Off-hand, I can see two broad readings of the above:
Gollum brought Shelob occasional "gifts". This would suggest an ongoing relationship between them; Gollum has promised her new meat, and occasionally he delivers on that promise to avoid being eaten himself.
Personally I find this unlikely, because I have difficulty imagining what he could have brought her.
- Elves are probably not spending an abundance of time around the Morgul Vale, and it's hard to imagine Gollum lugging an Elf (alive, since Shelob doesn't eat dead meat) all the way from Mirkwood
- Men are more plausible, since Faramir and his Rangers camp not terribly far from Cirith Ungol1. Still, it's hard to imagine Gollum dragging one of them that distance, and then up the Stairs
- How many rabbits would Shelob eat, do you think?
Some limited evidence for this reading (which is touched on in the question) comes later in the book, in a comment made by the orc captain Shagrat:
[L]ittle thin black fellow; like a spider himself, or perhaps more like a starved frog. He's been here before. Came out of Lugbúrz the first time, years ago, and we had word from High Up to let him pass. He's been up the Stairs once or twice since then, but we've left him alone: seems to have some understanding with Her Ladyship. I suppose he's no good to eat: she wouldn't worry about words from High Up.
The Two Towers Book IV Chapter 10: "The Choices of Master Samwise"
But this is second-hand information, at best; it's difficult to imagine Shagrat knowing much detail about goings-on deep in Shelob's lair, so I have difficulty calling this evidence.
Gollum promised her something once, then avoided her. I prefer this reading, because it doesn't require the mental gymnastics to explain him dragging a human-sized body through Ithilien without getting himself shot. It's entirely possible that Shelob simply didn't care enough to eat him, since he's frequently described as being little more than skin and bone.
Why would Gollum come back to Shelob?
The last time he comes back, his motives are clear: he can't kill Frodo himself, because of his promise on the Ring, but he also can't let any of the Orcs do it, because they'll take the Ring directly to Sauron. Shelob is the closest thing he knows of to a neutral party, so he's going to let her do it:
'Got him!' hissed Gollum in [Sam's] ear. 'At last, my precious, we've got him, yes, the nassty hobbit. We takes this one. She'll get the other. O yes, Shelob will get him, not Sméagol: he promised; he won't hurt Master at all. But he's got you, you nassty filthy little sneak!'
The Two Towers Book IV Chapter 9: "Shelob's Lair"
This doesn't explain the other occasions he passed up the stairs, mentioned by Shagrat in one of my above quotes. I can't think of a good reason Gollum would want to come back to Mordor period, let alone Cirith Ungol, but I'm still looking.
How did Gollum expect to get the Ring from Shelob?
He really does seem to expect her to be not that interested in it, and either discard it or gift it to him as a reward for the snack (emphasis mine):
'We'll see, we'll see,' [Gollum] said often to himself, when the evil mood was on him, as he walked the dangerous road from Emyn Muil to Morgul Vale, 'we'll see. It may well be, O yes, it may well be that when She throws away the bones and the empty garments, we shall find it, we shall get it, the Precious, a reward for poor Sméagol who brings nice food. And we'll save the Precious, as we promised. O yes. And when we've got it safe, then She'll know it, O yes, then we'll pay Her back, my precious. Then we'll pay everyone back!'
The Two Towers Book IV Chapter 9: "Shelob's Lair"
Although it does seem a questionable assumption that Shelob wouldn't be interested in the Ring, as pointed out in the question (and by the observation that everybody is interested in the Ring2), it seems unlikely that Gollum knew about Shelob's lineage, or that he would have known much about the First Age at all.
The most plausible explanation is that he simply underestimated her, and may have paid for it had things gone according to his plan.
It's also possible (and note that this isn't mutually exclusive with the above theory) that he doesn't fully expect his plan to work; note he says "It may well be...", implying uncertainty. As I mentioned in the previous section, Gollum has few good options for getting the Ring away from Frodo. It's entirely possible that he thought Shelob simply offered the best chance out of a bad lot.
1 According to Appendix B, it takes Frodo and Sam four days to get from Henneth Annûn, where Faramir and his men had their base, to Shelob's Lair
2 Aside from Tom Bombadil, obviously
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