I have searched this forum as thoroughly as I could and have not found any confirmed information(including the unofficial FAQ).
The text of The Dead Marshes Quest 2B - The Capture:
Forced: After this stage is defeated, the first player chooses a player. That player must pass an Escape test, dealing 1 card from the encounter deck for each resource token on Gollum, to capture him. If Gollum is not captured at this time, reset the quest deck to stage 1B.
If this final Escape test is passed, the players have captured Gollum and won the game.
It is not entirely clear through the rules or the card text how Escape Tests work when Gollum is shuffled back into the deck. The forum posts I found seemed to have developed house rules to assist with handling the situation. Many players just throw in the towel once Gollum "escaped" because of the infrequency of him being available as an object to claim again.
Treacheries that instruct you to perform Escape Tests still require you to attempt them from my understanding, however it is not entirely clear what you do with this particular quest step when Gollum is no longer in play. Do you automatically reset your quest deck back to stage 1B? Do you wait until an Escape Test is possible thus continue playing until Gollum appears and then do the Escape Test? When you grab the 3+ progress tokens required to beat this quest, what are you supposed to when Gollum is not in play? Has there been any official word on this?
Thanks guys for all of your help. Love how these quests make the game so great!