Premise 1: Gollum, contrary to popular belief, didn't really fall into the lava. He only pretended, although he did lose the Ring in the process. So, he managed to get out of Mordor (that's the Slinker in him) and, depressed, he realized he needed to get on with his life. Then, much to the chagrin of the fangirls, he sought out Legolas, shaved him bald, took his hair, and set up a nice independent kingship in the Old Forest.
Premise 2: Saruman and Grima strike again, forsaking Theoden for Thranduil, and thus giving him the signature S&G emaciated look.
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