So, according to the FAQs:
(1.14) The word “cannot” If a card effect uses the word “cannot”, then it is an absolute: that effect cannot be overridden by other effects.
In the Road Darkens, Doom, Doom, Doom says: "Forced: At the end of the quest phase, remove 1 damage token from Doom, Doom, Doom. Then, if there are no damage tokens here, add The Balrog to the staging area."
Now, when I played through the scenario, the final damage marker was removed in a means other than through Doom, Doom, Doom's text - I believe it was a Moria Orc. So, technically, does this mean that since the first half of Doom, Doom, Doom's text could no longer resolve successfully (you can't remove a damage token), that the second half (where the Balrog comes and smashes you) can no longer resolve?