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Sauron was the new dark lord in the 2nd and 3rd Ages of Middle Earth after Morgoth was banished into the Void. But before the Valar and Maiar descended into Ea, Morgoth seduced Sauron to his side and made him his most trusted Lieutenant. I would think that Sauron and Morgoth had a pretty good relationship with one another. So did Sauron ever wish Morgoth was still in Arda or did he not even care that his master was gone?

Did Tolkien ever hint this in any Chapters or Books that are taking place after the First Age?

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The nature of Sauron and Morgoth's relationship is never elaborated upon in any writings. There's only one passage I can think of that hints at Sauron being affected by Morgoth's defeat (emphasis mine):

When Thangorodrim was broken and Morgoth overthrown, Sauron put on his fair hue again and did obeisance to Eönwë the herald of Manwë, and abjured all his evil deeds. And some hold that this was not at first falsely done, but that Sauron in truth repented, if only out of fear, being dismayed by the fall of Morgoth and the great wrath of the Lords of the West. But it was not within the power of Eönwë to pardon those of his own order, and he commanded Sauron to return to Aman and there receive the judgement of Manwë. Then Sauron was ashamed, and he was unwilling to return in humiliation and to receive from the Valar a sentence, it might be, of long servitude in proof of his good faith; for under Morgoth his power had been great. Therefore when Eönwë departed he hid himself in Middle-earth; and he fell back into evil, for the bonds that Morgoth had laid upon him were very strong.

The Silmarillion V *OF the Rings of Power and the Third Age"

I highlighted three lines here; whether you think they constitute Sauron "missing" Morgoth is a matter of interpretation, but they certainly suggest his defeat had an effect.

As an aside; although profoundly non-canonical, I rather enjoyed reading the (now-abandoned) fanfiction effort Sauron's blog, which provides an interesting take on what Sauron's thought processes may have been into the early Second Age (the author stopped writing with the distribution of the Seven and the Nine).

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    He probably stopped writing the blog because Sauron's only thoughts subsequent to the forging of the One Ring were "my precious!" – John Bell Dec 23 '15 at 16:49
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    @JohnBell I know it's a joke, but Sauron wasn't enslaved to the Ring. He was, if anything, "enslaved" to the idea of power, but not to the ring per se. – Andres F. Dec 29 '15 at 19:28
  • I didn't say he was enslaved to it. – John Bell Jan 1 '16 at 14:55
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I'm not so sure Sauron and Morgoth had such a great relationship, seeing as how he used Morgoth's name (what with the Númenorean temples of Morgoth and all) to found a religion centered around the de facto worship of Sauron.

Aside from their motives being different, Morgoth would doubtless have brooked no such rival even in his absence (which is why it has been argued on this site that the Balrog(s) would not have served Sauron, since their loyalty was to Morgoth even after long periods of absence and imprisonment.)

Sauron's evil motives were more self-centered and pragmatic, he actively valued the worship of his subjects, whereas Morgoth's evil was all-consuming, wanting to destroy anything independent of himself. By the time of the Third Age, Sauron specifically wanted to be worshiped as a God. Not the act of a loyal servant or even prophet of Morgoth...

Then you have the scene where Lúthien casts Sauron out of his fortress, giving him the choice to return naked and unbodied to the everlasting torment and scorn of his displeased master, or to surrender the fortress willingly and flee to the woods until the war was over a few years later. Sauron chose the latter option.

Ere his foul spirit left its dark house, Lúthien came to him, and said that he should be stripped of his raiment of flesh, and his ghost be sent quaking back to Morgoth; and she said: ‘There everlastingly thy naked self shall endure the torment of his scorn, pierced by his eyes, unless thou yield to me the mastery of thy tower.’

-- The Simarillion, Tale of Beren and Lúthien

Based on this and his repeated feigned acts of obeisance and repentance, It would be amusing if Sauron didn't even get an invitation to the Dagor Dagorath. (Talk about the ultimate cosmic insult.) I imagine Morgoth would be happy to let him mope about in the Void.

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He created a cult of, or at least built a temple to, Melkor during his "captivity" in Numenor. This would seem to imply that he misses him to some extent. references here- http://lotr.wikia.com/wiki/Temple

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Although Tolkien is silent on this point, it is conceivable that Sauron might have regretted the absence of Morgoth following the breaking of Thangorodrim, if Morgoth possessed powers or abilities beyond those which were native to Sauron himself.

And this seems likely, or at least possible, since we know one fact: that Sauron was Morgoth's lieutenant, and therefore that they were not of equal rank and power.

Morgoth covered all the lands with a great darkness during the Elder Days, and, except very briefly, this was a feat which Sauron was never able to match. In the Elder Days that darkness seems to have lasted a great period of time: its exact duration is left vague, but those who remember it (such as Elrond, Galadriel and Treebeard) give the impression that it was not a short-lived event. The implication, therefore, is that Sauron was not as powerful as Morgoth had been, and that he might therefore have benefited from Morgoth's return, had such a thing been possible, perhaps even welcomed it.

A resumption of their former alliance would, at the least, have doubled Sauron's strength - not in terms of the number of his followers or his Army, but in terms of sorcery.

Morgoth might even have possessed superior wisdom. Who can say whether Sauron would have heeded advice even from such a one; but Sauron made a significant tactical error, of a kind which Morgoth avoided, in permitting the greater part of that strength which was native to him in his beginnings from passing into the Ruling Ring, which could thus be taken from him. Who knows whether he would have done so if Morgoth had counselled against it.

From those various perspectives, it might be that, although Sauron failed to realise it, he did suffer from Morgoth's fall; and in that sense he did miss Morgoth, at least to the extent of missing out on the advantages which Morgoth's presence would have offered.

Sauron was himself destroyed and cast into the outer darkness, in the battle on the slopes of Mount Doom in the Second Age, yet he returned after a time. And it isn't entirely clear what prevented Morgoth from doing likewise. So the possibility of his doing so might have existed in Sauron's hopes.

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