I managed to beat Escape... nightmare in pure solo with a Gandalf/Glorfindel spirit and Bifur. Took me around 4 trials.
Yes, it's a power deck... but for a power quest!!
Bifur was chosen as the captured hero.
Strategy : put Asfaloth and Light of Valinor on Glorfi, and all the other attachments on Gandalf. He can then defend up to 4 times or attack one or twice with Glorfi each turn.
Until you have Burning brand on Gandalf, try to keep the allies as food for the monsters.
To go to stage 2B, put the objective Gandalf's map on Glorfi, who will only quest from the on.
Once you have Treebeard, you can reaveal the captive hero and start attacking the Nazgul (REMEMBER : on stage 2B, to reveal the captive hero is a response, so you can before taking the Nazgul).
Of course, the 3 cards you attach on the 3 objectives during setup are crucial...