It is a creature of fire and of darkness. Power of the magnitude of Gandalf would be required to handle this thing. A god destroying it certainly, a device made by man no matter how modernized? Quite doubtful. Nilsson, for all the gaming mechanics that allows for him to heal off gunfire and explosives, is not healing anything the Balrog tosses at him. Want proof? Gandalf slayed the Balrog at the cost of his mortal form. It was only that his work wasn't finished that he was even returned back as Gandalf the White. Mattias has no other form to come back as does he? Gandalf went chasing after the thing back and forth from the underground all the way to a peak of a mountain. It took eight days of pursuit for him to even get in a close enough location, which in this case was a top of the peak so pretty much the be all to a dead end there. Then he faced him for 2 days/nights so round that up as you will; one could say that means two with the third day being where he finally tossed the Balrog off the peak and died himself. Even at it's death the creature did damage to the mountain as it crashed through. Without the proper gear he;s not handling Arrakis for that amount of days no matter how trained a merc he is. The maximum temperature, at least what the stuff in the back parts of Dune suggest, is 332 Kelvin. Now math is my weakest subject ever but I do get some gist of science, others can help out if this is wrong or not, but I think that would roughly translate in the range of ..what 135-137 Fahrenheit? Sure humans can bear with extremes in temperature at times but it usually involves proper hydration, shade, and other such measures. Unless you know where and how to look Nelson is not finding this sort of stuff without some sort of guide to help him, and that's not even counting that his movements would be attracting the worms at him as well. Balrog vs one of those worms? Can't really say but I'd think maybe it can be swallowed whole? Nothing ever tried as far as I know in the Middle Earth unless one of the dragons did? But Nelson? A fair to easy meal since he's not going to know where they'll appear until it happens. Even if somehow a helicopter was spotted him it'll find a means to get to him because eventually that chopper will run out of fuel which can't be found easy in the desert. A tank? You might as well put a bulls-eye on it for the worms let alone worry about the Balrog then. I doubt any of the named characters will just happen upon this battle so no aid coming from there. Since we are seeing desert still I'd presume this early Dune times so there are Fremen around in their hidden locations within the desert. Helping a stranger to their planet face an unknown creature? Not really sure but I think they either might leave well enough alone or attack both depending on how they perceive what's going on. That's even if one happens by where ever the battle is at because there is a lot of ground to cover out there.Others who've read more on the novels could probably better handle solving that hypothetical situation.