Unless you have posted guards outside Nezznar’s cell or advise the town leaders to do so, you wake up the next morning and discover that Nezznar appears to have somehow made good his escape.
Should you wish to investigate, a DC 15 Intelligence (Investigation) check suggests that [Nezznar was broken out of prison by someone else].
If the result of your check is 20, you learn all the information in the square brackets above. In addition, [if you specifically attempt to look for tracks that might turn up clues on who might be responsible for freeing Nezznar (DC 10 Wisdom (Survival) check), you trace the tracks back to the Phandalin Miner’s Exchange].
However, if you had the presence of mind to make sure someone keeps an eye on Nezznar, representatives of the Lords’ Alliance eventually arrive and takes the drow back to Neverwinter to face trial for his crimes.