[inglorion]

All in all it appears Gollum found a way to climb in through the balcony - and out again as well.
Why does an enormous underground city, which spans over many square miles, like Moria, only have two entrances? It´s not something I thought of before, but now that I do I find it hard to believe there weren´t any other entrances. Maybe the East- and Westgate were just the main ways of getting inside, but it might well be that higher up in the mountains there were one or several smaller gates. At least one is mentioned in LotR; the doorway at the summit of the Endless Stair. It´s unlikely Gollum entered that way, so there may have been others.

BW - Gollum did not 'escape' the Elves of Lorien. Instead he was allowed to escape, or to say it differently: the Elves didn´t know whether he was good or evil, so they just let him be. And Gollum being afraid of 'shiny Elves with terrible bright eyes' made his way out of Lorien.