The ring was lost or not?

Gollum left the Misty Mountains a few years after Bilbo found the Ring. Eventually he was caught by the Enemy and taken to Mordor to be interrogated. That was when Sauron learned of Bilbo's ring and the Shire. Gollum escaped (or was released from) Mordor only to be by caught by Aragorn and taken to the Wood-elves, where he was questioned by Gandalf, who then learned how Gollum had acquired the Ring. This last sequence of events might have been different in the films where it's not clear that Gollum ever reached Thranduil's Halls (though Gandalf did find and question him). Gandalf did not know that Gollum's ring was the One Ring until he found the account of Isildur in Minas Tirith and then tested it in Bilbo's fireplace.

"Hell hath no fury like that of the uninvolved." - T. Isabella

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Gandalf said: "I looked everywhere for the creature Gollum, but the enemy found him first"

So, he didn't dragged the truth out of nobody. I stil don't understand how did he knew that Gollum had it...

As for Sauron, there's absolutely no evidence that Sauron knew anything about Gollum and Gollum's possession of the Ring. So, that's another mistery to...

The compression of the story required by the film is probably the source of your confusion.

How did Gandalf know Gollum had the ring? Bilbo told him, of course. He told him various versions of the story, which made Gandalf suspicious that the ring was one of the Rings of Power, but he was not certain which one, and in earlier years he accepted Saruman's declaration that the One Ring had been swept down the Anduin River to the Sea.

But then, from where did Gollum's Ring come? It seemed a big coincidence that Gollum, too, was a creature from the area of the Anduin (though he didn't get the full story until later).

Gandalf set out to find Gollum, not because he knew Gollum had the Ring, but because he knew that Gollum had information about Bilbo's ring, and could flesh out Bilbo's account, and perhaps provide clues as to what Ring Bilbo possessed.

Sauron captured Gollum and got the words "Shire" and "Baggins" out of him, before letting him go, and it was shortly after that that Aragorn found him, and together with Gandalf they pried the story out of him.

Here's what Gandalf says of what he knew about Bilbo's Ring early on. Frodo asks him when he began to suspect something.

"How long have you known all this?" asked Frodo again. "Known?" said Gandalf. " have known much that only the Wise know, Frodo. But if you mean “known about this ring”, well, I still do not know, one might say. There is a last test to make. But I no longer doubt my guess.When did I first begin to guess?" he mused, searching back in memory. "Let me see - it was in the year that the White Council drove the dark power from Mirkwood, just before the Battle of Five Armies, that Bilbo found his ring. A shadow fell on my heart then, though I did not know yet what I feared. I wondered often how Gollum came by a Great Ring, as plainly it was - that at least was clear from the first. Then I heard Bilbo’s strange story of how he had “won” it, and I could not believe it. When I at last got the truth out of him, I saw at once that he had been trying to put his claim to the ring beyond doubt. Much like Gollum with his “birthday present”. The lies were too much alike for my comfort. Clearly the ring had an unwholesome power that set to work on its keeper at once. That was the first real warning I had that all was not well. I told Bilbo often that such rings were better left unused; but he resented it, and soon got angry. There was little else that I could do. I could not take it from him without doing greater harm; and I had no right to do so anyway. I could only watch and wait.

Later, Gandalf tells Frodo how Aragon found Gollum and the two of them questioned Gollum for days.

And my search would have been in vain, but for the help that I had from a friend: Aragorn, the greatest traveller and huntsman of this age of the world. Together we sought for Gollum down the whole length of Wilderland, without hope, and without success. But at last, when I had given up the chase and turned to other parts, Gollum was found. My friend returned out of the great perils bringing the miserable creature with him. What he had been doing he would not say. He only wept and called us cruel, with many a gollum in his throat; and when we pressed him he whined and cringed, and rubbed his long hands, licking his fingers as if they pained him, as if he remembered some old torture. But I am afraid there is no possible doubt: he had made his slow, sneaking way, step by step, mile by mile, south, down at last to the Land of Mordor.’

"Wretched fool! In that land he would learn much, too much for his comfort. And sooner or later as he lurked and pried on the borders, he would be caught, and taken - for examination. That was the way of it, I fear. When he was found he had already been there long, and was on his way back. On some errand of mischief. But that does not matter much now. His worst mischief was done. Yes, alas! through him the Enemy has learned that the One has been found again. He knows where Isildur fell. He knows where Gollum found his ring. He knows that it is a Great Ring, for it gave long life. He knows that it is not one of the Three, for they have never been lost, and they endure no evil. He knows that it is not one of the Seven, or the Nine, for they are accounted for. He knows that it is the One. And he has at last heard, I think, of hobbits and the Shire

There's much more, but this whole chapter, The Shadow of the Past" in FOTR is worth a read, as is the chapter, "The Council of Elrond," for understanding a lot of the background of the story that the film had to minimize.

SO, to recapitulate:

- Gandalf and Aragorn did "drag the truth" out of Gollum after his capture, but it took them a long and tedious time to do so. Gollum had already spilled the beans to Sauron, but what Gollum could tell Sauron about Bilbo was limited to those two key words.

- Gandalf did not know until after he and Aragorn interrogated Gollum that Gollum had possessed the One Ring. Even then, as Gandalf says, there was one test left to make.

-- Sauron did not know anything about Gollum or his possession of the Ring until Gollum was captured in or around Mordor and tortured. After that, Sauron did know (and this is shown in the movie). It is because Sauron knew, that the Black Riders were converging on the Shire.

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