Gandalf, Moria, and Arrest

[Inziladun]

Originally Posted by Moonraker

But by the letter of the law, he should have been arrested further down the line in Rohan if he had survived the orc attack,

You're overlooking the fact that there was no law. In kingdoms such as Gondor and Rohan, laws were in effect to address various circumstances.
All that governed the Fellowship though were individual oaths and loyalties. It was an organization outside any official government (which is probably why it ultimately was successful ).