Yes, yes, I’d forgotten that Gollum was so soon on the Fellowship’s trail after exiting Moria. So much for being flippant. Still, it is clear that the bridge is not the only way out, as the pursuing orcs managed to do so relatively quickly. It would therefore be reasonable to assume that Gollum exited via one of those, most likely after the Fellowship has left, but the exact nature of the exit remains (and will remain) mere speculation.
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