Nah. They dug greedily enough, but were too lazy to dig deeply enough.

Careful. DoM has already asserted that the Skaven are an anti-semitic trope. The paraplegic hamster in his head is bound to tie the Balrog to the jews, as well.

Also: No, they haven't found one. But their search will continue, uninterrupted. In other places, across the world.