Does the game end immediately when the last stage of the quest is completed? If it is so, it seems quite easy to just put every single character questing in the last stage of Escape from Dol Guldur quest (if the Nazgûl has already been dealt with).
We played it so that the last round has to be completed before winning so the engaged creatures can attack and so on. The game hasn't been too hard with that rule, so maybe we're sticking with it even if it's not the right way.
You're complaining about winning Dol Guldur ?
BTW why is Dol Guldur so hard to spell - have to check every time I type it.