Do you mean Bolg instead of Balrog? Bolg is mentioned.
When at last the battle was won, the Dwarves that were left gathered in Azanulbizar. They took the head of Azog and thrust into its mouth the purse of small money, and then they set it on a stake. But no feast nor song was there that night; for their dead were beyond the count of grief. Barely half of their number, it is said, could still stand or had hope of healing.And of course, from that follows the narrative of Balins attempt to retake Moria, which was discovered by the Fellowship of the Ring to have been a failure.
Nonetheless, in the morning Thráin stood before them. He had one eye blinded beyond cure, and he was halt with a leg-wound; but he said: Good! We have the victory. Khazad-dûm is ours!
But they answered: Durins Heir you may be, but even with one eye you should see clearer. We fought this war for vengeance, and vengeance we have taken. But it is not sweet. If this is victory, then our hands are too small to hold it.
And those who were not of Durins Folk said also: Khazad-dûm was not our Fathers house. What is it to us, unless a hope of treasure? But now, if we must go without the rewards and the weregilds that are owed to us, the sooner we return to our own lands the better pleased we shall be.
Then Thráin turned to Dáin, and said: But surely my own kin will not desert me? No, said Dáin. You are the father of our Folk, and we have bled for you, and will again. But we will not enter Khazad-dûm. You will not enter Khazad-dûm. Only I have looked through the shadow of the Gate. Beyond the shadow it waits for you still: Durins Bane. The world must change and some other power than ours must come before Durins Folk walk again in Moria.