Thank you to LOTRO-Wiki for the dialogue, as I don't currently have a toon at the right level who has not already done this questline. Afanen tells us:
|Inspecting the window Gollum snuck through.|
This isn't just Turbine being sensationalistically and darkly suggestive. It too is straight from the Lore. Way back at the start of The Fellowship of the Ring, when Gandalf is telling Frodo the latest news of Gollum in the chapter, "The Shadow of the Past," he talks of the search of the Elves of Mirkwood to locate him:
"The wood was full of the rumour of him, dreadful tales even among beasts and birds. The Woodmen said that there was some new terror abroad, a ghost that drank blood. It climbed trees to find nests; it crept into holes to find the young; it slipped through windows to find cradles."
Not to put too fine a point on it, Gollum was planning to make a dinner snack of Garbert and Afanen's young baby, but thanks to the fast attentions of this NPC mom, he was foiled. This time.
To be fair, we also need to note that in the timeline in Appendix B, in August of 3018 it is stated that, "All trace of Gollum is lost. It is thought that at about this time, being hunted by both the Elves and Sauron's servants, he took refuge in Moria; but when he had at last discovered the way to the West-gate he could not get out." Since this leaves room for some uncertainty about the whereabouts of Gollum that fall, this gives Turbine the wiggle-room needed to place him skulking around the Trollshaws. And very, very hungry.
Sources: The Fellowship of the Ring, Appendix B of The Lord of the Rings