Gandalf looks for triggered abilities that get triggered by legendary permanents. He doesn't care if the creators of the triggered abilities are Legends.
Lagrella enters the battlefield. She triggers her first triggered ability herself. Gandalf sees that she is a legend, so it's doubled.
The second ability is also a triggered ability. When those exiled things come back, add the counters. Gandalf doesn't care that Lagrella, a legend, was the creator of the trigger. Only that the thing that triggered the triggered ability is a legend.
So if it is, double the triggers e.g. in counters on that legendary creature.
It doesn't work on opponents creatures. And doesn't work on your non legends.