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Whereas Sauron would most likely recognise Saruman to be Curumo, he would not be aware that Gandalf was Olorin.
Saruman would've revealed the identity of the Istari to Sauron, or Sauron would've read it in Saruman's mind.
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I also have my doubts that Sauron could really dominate another Maia, even through the palantir.
A Maia can be dominated by any other Maia who is more powerful. Gandalf the White forced Saruman to stay on the balcony when the latter wanted to leave. That's domination:
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He turned and left the balcony.
'Come back, Saruman!' said Gandalf in a commanding voice. To the amazement of the others, Saruman turned again. and as if dragged against his will, he came slowly back to the iron rail, leaning on it, breathing hard. His face was lined and shrunken. His hand clutched his heavy black staff like a claw.
'I did not give you leave to go,' said Gandalf sternly. 'I have not finished
Furthermore, Gandalf described that Saruman was forced by Sauron to have meetings through the Palantir:
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'Easy it is now to guess how quickly the roving eye of Saruman was trapped and held; and how ever since he has been persuaded from afar, and daunted when persuasion would not serve. The biter bit, the hawk under the eagle's foot, the spider in a steel web! How long, I wonder, has he been constrained to come often to his glass for inspection and instruction, and the Orthanc-stone so bent towards Barad-dûr that, if any save a will of adamant now looks into it, it will bear his mind and sight swiftly thither?
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He could deceive his new "master" as well as the West and play things the way he wanted--at least as far as he thought he could.
He thought he could, though Sauron knew everything - as Grishnákh indicates in TTT:
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'You have spoken more than enough, Uglúk,' sneered the evil voice. 'I wonder how they would like it in Lugbúrz. They might think that Uglúk's shoulders needed relieving of a swollen head. They might ask where his strange ideas came from. Did they come from Saruman, perhaps? Who does he think he is, setting up on his own with his filthy white badges? They might agree with me, with Grishnákh their trusted messenger; and I Grishnákh say this: Saruman is a fool. and a dirty treacherous fool. But the Great Eye is on him.