In "The Hunt for the Ring" (UT, Three, IV) it is told that Sauron concluded from his interrogation of Gollum that Bilbo must have been the same sort of creature (UT, 342) (indeed, Gandalf concluded the same thing from his talks with Bilbo (FR, 63)). The following passing reference shows that the author of "The Hunt for the Ring" accepts Gollum's hobbit origin: "Ultimately indomitable [Gollum] was, except by death, as Sauron guessed, both from his halfling nature, and from a cause which Sauron did not fully comprehend ..." (UT, 337).
Perhaps Gandalf's archaic diction contributed to the uncertainty. When a reader suggested that perhaps '(1) Smeagol's people were not "of hobbit-kind" as suggested by Gandalf', Tolkien dismissed the suggestion. He added:
With regard to (1) Gandalf certainly says at first 'I guess' (FR, 62); but that is in accordance with his character and wisdom. In more modern language he would have said 'I deduce', referring to matters that had not come under his direct observation, but on which he had formed a conclusion based on study. ...But he did not in fact doubt his conclusion: 'It is true all the same, etc.' (FR, 63). [Letters, 289-290 (#214)]