lord of the rings - Was Sauron aware of what Gandalf was?

Logically, I think that Sauron can't have been fully aware of the nature & purpose of Gandalf, or indeed, of the other wizards. If he had, he would have devoted much of his resources to trying to kill or otherwise disable them. Yet Gandalf is able to wander about the West of Middle Earth unmolested, concoct various plots to block Sauron (as e.g. "The Hobbit" removing Smaug as a potential ally and replacing him with strong kingdoms of Dwarves & Men), even sneak into his fortress of Dol Guldur on a spying mission.

The same seems to be true of the others. Radagast is left free to do whatever he does, which well might have including opposing Sauron in various ways. Saruman spends years, perhaps centuries, building up his military-industrial complex at Isengard, which might have been used against the forces of Mordor. It's only much later, and through his own acts, that he's snared into acting somewhat in collusion with the Dark Tower.

If Sauron had really known their purpose, why would he not have moved against them? It can't be that hard to e.g. waylay one wandering wizard. After all, the goblins manage it in "The Hobbit".