I checked the clip and you are right about Gandalf calling the orcs in Dol Guldur Moria orcs. It might very well have once been the film makers intent to have some visual distinction between the armies that cut during the course of filming. It is also possible that the line is a reference to Azog's role in the books when he was a in Moria himself and led an army of orcs at Moria. I think the most logical explanation is that Gundabad orc is just a name for the great orcs of the Misty Mountains and that the Moria line was through in as both a reference to Azog in the books and a way to explain way to make the vast numbers of orcs show seem more believable to the viewers. There is certainly no reason to suspect that the orcs from either Moria or Gundabad were separate sub-species of orc in their own right. But I suppose that a distinction between them could be drawn for some purposes like painting battle flags or something.

As for the wargs, trolls, ogres , and bats...I guess they came from whatever place each army came from but that means they could have been native to anywhere in the Misty or Grey Mountains really.