This has happened twice to me. I get teleported outside the map after about a minute of game time. It happens the second time I spawn as balrog at the bridge of Khazad-Dum
http://imgur.com/gallery/PZEqrUn
It might be that the dwarves took back the are after the bridge, making you un able to move as you are not allowed to be a balrog before the bridge or 21st hall