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...Legolas continued[,]

'In the days of fair weather we led Gollum through the woods; and there was a high tree standing alone far from the others which he liked to climb. Often we let him mount up to the highest branches, until he felt the free wind; but we set a guard at the tree's foot. One day he refused to come down, and the guards had no mind to climb after him: he had learned the trick of clinging to boughs with his feet as well as with his hands; so they sat by the tree far into the night.

'It was that very night of summer, yet moonless and starless, that Orcs came on us at unawares. We drove them off after some time; they were many and fierce, but they came from over the mountains, and were unused to the woods. When the battle was over, we found that Gollum was gone, and his guards were slain or taken. It then seemed plain to us that the attack had been made for his rescue, and that he knew of it beforehand. How that was contrived we cannot guess; but Gollum is cunning, and the spies of the Enemy are many. The dark things that were driven out in the year of the Dragon's fall have returned in greater numbers, and Mirkwood is again an evil place, save where our realm is maintained.

'We have failed to recapture Gollum. We came on his trail among those of many Orcs, and it plunged deep into the Forest, going south. But ere long it escaped our skill, and we dared not continue the hunt; for we were drawing nigh to Dol Guldur, and that is still a very evil place; we do not go that way.'

The Fellowship of the Ring, LoTR Book 2, Ch 2, The Council of Elrond

How did Gollum know that a rescue party would come and save him?

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    I don't think it's ever explained. My guess is that he was able to communicate with birds, maybe crebain, while up the tree, although I don't know how those avoided the notice of the Elves. – Daniel Roseman Aug 1 '15 at 12:15
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    There's no further reference to it, and to my offhand recollection no light shed on it by the History of Middle-earth materials. – Matt Gutting Aug 1 '15 at 13:59
  • I doubt he could communicate with the birds. My guess is that he spotted the Orcs before the Elves did, and didn't know about the rescue attempt until it was almost underway. – Wad Cheber Aug 1 '15 at 17:22
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    I really wish users were forced to comment on down votes. – user46509 Aug 2 '15 at 9:30
  • @CarlSixsmith - I 100% agree with you, you could consider posting that in Meta:SE as a suggestion. – user35594 Sep 3 '15 at 20:55
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Reading Unfinished Tales The Hunt for The Ring. We are given a different viewpoint, the spies of Sauron could not get through to find information about Gollums capture.

Now Sauron learning of the capture of Gollum by the chiefs of his enemies was in great haste and fear. Yet all his ordinary spies and emissaries could bring him no tidings. And this was due largely both to the vigilance of the Dúnedain and to the treachery of Saruman, whose own servants either waylaid or misled the servants of Sauron.

We can therefore assume that his spies would not have been able to pass messages along.

Unfinished tales goes on to say

The Orcs assailed the realm of Thranduil, with orders to recapture Gollum; and the Lord of Morgul was sent forth openly to battle against Gondor. These things were done towards the end of June 3018.

This tells us it wasn't a rescue mission as such and sounds like it was carried out without Gollums foreknowledge.

Indeed a little further on we are told that

About the twenty-second of July they met their companions, the Nazgûl of Dol Guldur, in the Field of Celebrant. There they learned that Gollum had eluded both the Orcs that recaptured him, and the Elves that pursued them, and had vanished.

It doesn't sound to me like Legolas was correct in his assertion.

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