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I am wondering if there is anything mentioned in LOTR canon that Sauron had once given thought to the possibility that the Valar and/or Eru Ilúvatar may not allow him to conquer Middle-earth, and due to this possibility, that it may not be worth it for him to try to do so.

During the Second Age, Sauron had witnessed Eru Ilúvatar not allowing the King of Númenor, Ar-Pharazôn, to conquer Valinor, so this makes me think that at some point in time Sauron may have spent some time pondering over whether it was worth it for him to try to conquer Middle-earth.

Did Sauron ever consider that the Valar and/or Eru Ilúvatar may not allow him to conquer Middle-earth?

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    I mean, if anything it would give him the opposite conclusion, surely. Eru/the Valar are clearly happy to let him do anything he likes, as long as he doesn't threaten Valinor. May 23 at 10:21
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    It's not like he sees a lot of direct intervention against him
    – Valorum
    May 23 at 10:54
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    An interesting related question is how much Sauron remembered from the time of the Ainulinde, when he was in the Timeless Halls and sang the song of creation. If he remembered, he'd know that Eru did not often intervene in flashy ways, but also that Eru declared that Melkor's rebellion would only be Eru's tool for something greater. But the erosion of his being due to his evil choices may well have dulled those memories.
    – Mark Olson
    May 23 at 11:19
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    But that is only through the operation of divine providence (and was certainly due to Eru, not the Valar). Sauron couldn't possibly be aware of that. May 23 at 11:33
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    Perhaps he was fully aware of this all along. Sisyphus knows that if he rolls the boulder up, it will just roll back down again, and yet he persists. Why not Sauron? A tragic struggle - albeit not a very noble one - against overpowering fate.
    – einpoklum
    May 23 at 23:17

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Sauron could not, of course, be a 'sincere' atheist. Though one of the minor spirits created before the world, he knew Eru, according to his measure. He probably deluded himself with the notion that the Valar (including Melkor) having failed, Eru had simply abandoned Ea, or at any rate Arda, and would not concern himself with it any more. It would appear that he interpreted the 'change of the world' at the Downfall of Númenor, when Aman was removed from the physical world, in this sense: Valar (and Elves) were removed from effective control, and Men under God's curse and wrath. - Myth Transformed

I take it means he was concerned with divine intervention before the Downfall.

And as for the Istari:

he imagined them as emissaries from the Valar, seeking to establish their lost power again and 'colonize' Middle-earth … (without knowledge or sanction of Eru) - ibid.

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