Sabriel is way more resourceful than either Jaime or Brienne, and has powers they don't. But Mogget is essentially a Vala. Actually, it occurs to me that Mogget is more or less Morgoth. Morgoth, if someone had turned him into an adorable cat at an early stage in his career.
And Jaime Lannister? You are not Fingolfin. You aren't even Boromir. If someone dumped you into either the Old Kingdom or Middle Earth, I'm pretty sure you'd be crying to go home within a week.
Brienne could probably make a go of it in Middle Earth, or indeed the Old Kingdom, but she's no match for Mogget!Morgoth.