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There were only 7 Balrogs there weren't hosts of them.
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This is just one of the many conflicting accounts. That's not to say that it isn't the best possible explanation, or the latest concept of Tolkien's, or that I don't agree with it.
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Maia did not reproduce, so there were no lesser Balrogs to be made.
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Incorrect. Maiar were capable of begetting; in fact, that was one of the things that most irrevocably bound the fea to the hroa. Melian (a Maia) was the mother of Luthien, remember. It is not inconceivable that the Balrogs fathered offspring. Their progeny would have been only part Maia (unless the Balrogs mated with other Maiar, perhaps among themselves), and would therefore not have been actual Balrogs.
By way of speculation, consider this: The Balrogs don't seem to be able to change their shape or abandon their physical forms. Why? Perhaps Morgoth gave them the women-folk of Men (or Elves, for that matter), and allowed them to "take them". They would have been more and more bound to their forms, and Morgoth would have been given warriors with the potent blood of a Maia running through their veins.
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I seriously doubt that Sauron had any power over them because they were of the same race.
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This doesn't mean much, really. Sauron was far more powerful, and would have inherited (in the eyes of Morgoth's faithful servants) Morgoth's rulership. However, we do know that the fact that Durin's Bane survived the War of Wrath means that he must have abandoned Morgoth and fled. He most likely felt no loyalty to Sauron, or perhaps feared to show his unfaithful self.
[ July 13, 2002: Message edited by: obloquy ]