The seven thains of Morgoth

[Inziladun]

still though, I seem to recall it saying that more than one balrog (Gandalf's Balrog) escaped the war of wrath and hid in the bowels of the earth.

The Silmarillion says that in the War of Wrath

The Balrogs were destroyed, save some few that fled and hid themselves in caverns inaccessible at the roots of the earth.

One of them obviously made it to the Misty Mountains. The rest could have been anywhere, remote places where they were never found, or far to the east and south of Northwest ME. In either case they would have been unknown to the writer of the stories, explaining why only the one in Moria is mentioned after the Fall of Angband.