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Why was Sauron near Valinor? Well having failed in his attemps at crafting power not of fles but over flesh, and being stabbed by one of his "subjects", perhaps he sought forgivness? From canon:
Eönwë kind of lived in Valinor, and Sauron would need a boat to get there... why they were attacked.. dunno, perhaps Ulmo was P'Oed.
As for saving Galadriel. Perhaps he saw a path through her back to goals he thought had become unreachable. She exuded the corruption and hate built by her mission/obsession. A corruptable elf presented a path to power... his attraction to her is not her but the path to power she presents.
It could also be that he was trying to "earn" forgivness... not because he belived he did wrong, or in legitimate atonement, but because he wanted to dodge his concequences.
That's a mighty thin limb to be out on and, more to the point, the show didn't reveal any of it. He's just tra-la-la out on the ocean with some human buddies, playing at being fishbait.