Sauron doesn't know where the Shire is?

We read that when Sauron learned about the Shire from Gollum, that he sent his agents out to find out where this place was. One agent went to the Lonely Mountain and asked the dwarves about it. I find it difficult to explain how it could be that he *doesn't* know where it is! After all: -

1) The Great East Road goes straight through the middle of the Shire. Dwarves have been using this road quite a lot. Elves headed to the Havens use the road.

2) Sauron would be interested in knowing which elves had headed into the West. One obvious way of keeping tabs on this would be to post spies to watch the main road to the Havens. Surely his spies would know about the Shire?

3) The Shire is not a new place. AFAIK it has been around since the Witch King - nearly two thousand years. Surely the Nazgul would know about the Shire - I assume he studied maps of the region he was invading!

Thanks for the help!