I'm not even really understanding the question.
I'll guess, "....No?"
Seriously, I'm not seeing the moral conflict here. I can imagine some things that might cause moral conflict in this case, but you haven't mentioned them.
1) Did the Paladin beg for mercy? Did the Paladin's foe extend parole to the Paladin? Did the Paladin in any way pledge not to escape?
2) Is the Paladin abandoning an innocent to their fate by fleeing? For example, is there another captive whose safety depends on the Paladin not escaping? Is the Paladin abandoning a comrade in arms who has also been captured?
I'm not seeing any sign that the Paladin fleeing amounts to cowardice. Not fleeing when the oppurtunity presented itself might amount to cowardice. Asking an enemy that the Paladin believed was without honor for mercy, or extending his word to an enemy that the Paladin believed to be honorless might be cowardly. Collaborating with the enemy could be very dishonorable. But escaping from a stockade after having been captured by the enemy doesn't strike me as the gutless thing to do.
The only thing that would strip a paladin of his paladin-hood is doing evil.
Now there are a lot of interpretations as to what is evil, but sneaking out of a certain death situation isn't one of them.
It's a choice between sneaking out, or fighting one's captor in a trial by combat. (I'm assuming the paladin has convincing evidence the trial is a fair one, which is a rather big assumption.)
The only moral dilemma I could think of is the rather abstract threat that the evil ruler who imprisoned him is going to unleash his fury on the innocent people he governs who are still in the reach of his whip. If it were clear to the paladin that his captor has such revengeful tendencies then IMHO he would be violating his code of conduct.
...for right now answering feels a bit like playing Blindman`s Buff in the minefield of moral diemma for paladins.
1. DM's decide what the requirements of a paladins behavior are - what is acceptable, what is not. These should be decided before play ever begins especially if the DM anticipates ever specifically challenging the paladin player with a moral question.If a paladin was captured, striped of his gear, and imprisoned, would he lose his paladin status if he escaped, recovered his gear, and got out of the enemy camp as quietly as possible?
I know it sounds retarded and I'm not leaning on this, being a special circumstance and all. But if he had the opportunity to challenge his oppressor in a Lawful Evil society for his possessions and right of passage but chose to be sneaky instead would there be any divine punishment for cowardice or would that be stupidity instead?
What are your thoughts?