Probably not. Even very early into the writing of LotR, in fact before Tolkien was sure how exactly Gandalf would die, he seems sure of Gandalf's return. For example we have this note:

Gandalf to reappear again. How did he escape? This might never be fully explained. He passed through fire - and became the White Wizard. 'I forgot much that I knew, and learned again much that I had forgotten.' He has thus acquired something of the awe and terrible power of the Ring-wraiths, only on the good side. Evil things fly from him if he is revealed - when he shines. But he does not as a rule reveal himself.

He should have a trial of strength with Saruman. Could the Balrog of the Bridge be in fact Saruman?

Or better? as in older sketch Saruman is very affable.

There's also an outline, probably written at the same time as or shortly after the original Moria scenes (since it starts off with the Fellowship's arrival in Lothlorien). Here, Tolkien is already asking how Gandalf will return rather than whether he will return:

Story turns for a while - after first meeting of Sam, Frodo and Gollum - to others.

Owing to Boromir's treachery and Frodo's use of Ring the hunt fails. Merry and Pippin are distracted by loss of Sam and Frodo. They themselves get lost following echoes. They come to Entwash and the Topless Forest, and fall in with Treebeard and his Three Giants.

Legolas and Gimli also get lost and get captured by Saruman.?

Boromir and Aragorn (who notes a change in Boromir - who is keen to break off the chase and go home) reach Minas Tirith, which is besieged by Sauron except at back. ? Siege is briefly told from point of view of watchers on battlements. Evil has now hold of Boromir who is jealous of Aragorn. The Lord of Minas Tirith is slain and they choose Aragorn. Boromir deserts and sneaks off to Saruman, to get his help in becoming Lord of Minas Tirith.

How does Gandalf reappear?

(These notes appear in The Treason of Isengard, Volume 7 of the History of Middle-earth series.)