Someone once told me that in the HoME series there's a line about Balrogs being forbidden by the Valar to ever appear on the surface of Middle-earth again after the fall of Thangorodrim. Any surviving Balrog should therefore remain underground forever.
Can anyone confirm that? Would the Valar really do a round-up on any Balrog who chose to appear on the surface? If it is in the HoME series, can you point it to me?