The Great Evils of the Third Age

[Belegorn]

Working together with the Balrog might not be out of the question, but they are peers and I do not think Sauron would try and force his will onto the Balrog. I'm not quite sure but I think the Company called the Orcs in Moria, "Orcs of Sauron", so I do not know if this means they were somehow working together, or that these were just Orcs that happened to be there. He did try to get Saruman to follow him, although he had his own plans. So I think it is possible if he had a mind to he would get Durin's Bane to work for him.