[Gurthang]

I agree with Celebaglar on this one. Udun was the land between the Black Gate and the Plateau of Gorgoroth. The balrogs were servants of Morgoth, not Sauron, and likely would never have gone to Mordor for any reason. Even besides that, Durin's Bane had been asleep in Moria long before Sauron set up his stronghold within Mordor. So what would the Balrog have to do with Udun?


(Just to clarify: I'm not saying that it doesn't have anything to do with Udun, I just don't see any reasonable reason that it would.)