If that was Gandalf the White he’d know exactly how to escape and tell everyone exactly what to do every step of the way until the final puzzle, at which point he just stands to the side and stares at them solving it. When they finally succeed, in the nick of time, he yells "the door is opening!"
Once got paired with another group for an escape room, the guy literally dangled off the light fixture to see if it was a clue.
It wasn’t.
Surprisingly it didn’t break though
No Balrog in the room then?
Gandalf singlehandedly solved the hardest puzzle and then died
Gandalf did call them an Uber in the end.