This was my attempt at making a deck that could succesfully defeat escape from Dol guldur. I had to make quite a few attempts, but ultimately I succeded. Due to the high willpower of all three heroes, it doesn't really matter who is captured. In the game I won, it was actually Cirdan. The low threat makes most threats managable. All heroes have nice abilities - Cirdan gives card advantage, Arwen resource acceleration (especially once you get an Elven light out) and Glorfindel has action advantage when he gets light of Valinor (which you of course should prioritise.
You might need to reset a few times to get a board state that you can use. You risk of getting enemy stomped or location locked right out of the gate. So don't be ashamed to reset. Once you get going, prioritize clearing locations and easy enemies. The many events should help you. See if you can play a Lindir or some of the other allies. The stargazers are very effective for controlling your draw. You should be able to advance form stage 1B fairly quickly. Take the map and slap it on Arwen (ideally) or CIrdan.
FOr the Nazgul, I mostly ended up sniping him once or twice with Gandalf, and then give the final damage in one big push. Keep a Survivor or a Stargazer ready for sacrifice to his shadow ability. Ride them down, Lords of the Eldar and Fair and Perilious are all good choices for defeating him. Alternatively, leave him be and keep your threat low (though 5 threat is quite a lot to deal with every round). You can then use Saruman to get him out of play once you have enough progress at the final stage (a trick taught to me by Seastan. Thanks man. You truly are the Lord of the LCG). If he is considered out of plau and you have enough progress on 3B, you win.
Keep threat low with Galadhrim's greeting and Elrond's council. You should be able to control your threat quite nicely.
I realized after winning that a third Saruman and a Tracker might have been nice to have. So take out the Lords of the Eldar and Against the shadow and slap the side board into the deck for more allies to help you deal with locations and for increasing your chance of drawing Saruman.