We know very little of the Nazgul besides that they were "great kings, sorcerers and warriors" of the Second Age from all over Middle-Earth*.

Around the arrival of the Istari in 1000 TA Sauron starts to make his presence known again and soon after so do the Nazgul. In 1300 TA the Witch King, leader of the Nazgul, forms the kingdom of Angmar in the North as a way to wreak instability in that region, particularly weakening Arnor (Gondor was already checked by Mordor) so as to make sure that the Realms of Men would not be able to put up a front when the time came for war.

Would it make sense for him to seek to do the same with other Nazgul? We know Khamul came from the East, either from Rhun or farther away. Presumably other Nazgul might come from Harad (or further south), Khand(or further southeast), and beyond. THese Nazgul would be knowlegeable of these lands and have a history there, and they would be prime candidates to 1)turn these lands into puppet states for Mordor or 2) Try and destabilize those regions just like Angmar weakened the Northeast so that the forces loyal to Sauron came out on top there.

Or was only the Witch King trusteable/powerful enough to accomplish this? An argument agaisnt could be that Sauron might've seen the Nazgul as too overtly menacing to try and have them influence these lands. Better to be subtle, distorting religion, old grudges, etc, then have overt demons try and set themselves up as kings.

*Bonus question: Its theorized (or said somewhere idk) that 3 of the 9 were Numenoreans. But I thought it was also believed that they came "From Middle-Earth". Does this indicate that these 3 were Numenoreans colonists (either Faithful or Kings Men), or could they've been living in the actual Island when they got converted?