I searched and couldn't find the specific answer and I don't think I am understanding the rulebook, or making it more complicated.

We just finished A Shadow of the Past for the first time. We can either choose Gandalf's Delay or The Ring Draws them as burdens to earn. If we choose Gandalf's Delay it goes into the encounter deck, as instructed by the rules with TBR box. Does this mean we have to follow its Setup instructions every Campaign quest thereafter?

Also, I assume if you choose Mr. Underhill, it has permanent, but you can't choose a non-Ringbearer hero to attach it to permanently?

Thanks! The quest was pretty difficult and really complicated but super cool. Beat it on our first try!

Yes, if you choose Gandalf's Delay its Setup effect applies every time it's in (it is removed from the encounter deck for the Aragorn side of the story but remains with Frodo).

And yes, Mr. Underhill only attaches to the Ringbearer.