The purpose of the story is to: Escape Mordor
This means we will know the story is over when: The escapees make it to the Crossroads in Ithilien and encounter the small army left there by the King Elessar in his northward march against the Morannon.
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Starting Location: The dungeons of the Tower of Cirith Ungol
Likely destination: The Crossroads in Ithilien
Here are a couple of maps you can use for reference:
Here and
Here 2