Geeky nit-picking: It was actually an Elf, not a Nazgûl or any other servant of Sauron that failed to use gender-neutral language.
The prophesy occurred 1044 years before the Witch-King was slain (the year 1975 of the Third Age of the Sun). With Sauron pseudo-dead after his defeat by the Last Alliance of Elves and Men the Witch-King gets bored and decides to grease the skids for Sauron's return by capturing and destroying human kingdoms in/near the Misty Mountains.
He captures four kingdoms before the armies of Eärnur (men) and Glorfindel (elves) defeat his armies. After the Witch-king flees Eärnur wants to pursue him and kill him once and for all. But Glorfindel stops him by prophesying:
"Do not pursue him! He will not return to these lands. Far off yet is his doom, and not by the hand of man will he fall."
This was widely believed to imply that an Elf would slay him (i.e. someone not of the race of men). But, as we know, it was a hobbit and a woman that did the deed.
