So, I thought there was a official word on this but I can not find it..

As I understand it you do escape tests from treachery cards even if Gollum is in the deck... but you do not do the "after questing" escape test....

Is that correct?

Yes

I always play it like this.

booored said:

Yeah, you will still perform any escape tests triggered by treacheries and quest card effects, and you will still incur any applicable penalties for failing such tests (i.e. threat gain, although no resource tokens will be placed on Gollum).