The question indicates at least two misunderstandings. First, "the Daleks" didn't escape the time-locked Time War. A few Daleks did but most did not.
The Emperor did escape in a wrecked ship. It's never explicitly stated but it's likely that some of the ship's crew also survived. The (insane) majority of the Daleks we saw in "The Parting of the Ways" were not true Daleks at all; they'd been created by modifying human genetic material.
The Cult of Skaro also escaped by hiding in the Void between universes, in a Void ship -- but there were only 4 of them. They had with them the "Genesis Ark", which was a Time-Lord-built prison ship containing a large number of Daleks. They released those Daleks,, but all (except the Cult of Skaro) were sucked back into the Void when the Doctor and Rose opened it. Since they were no longer protected by a Void ship, they're presumed to have been destroyed. Three of the Cult of Skaro were killed in New York. Only Dalek Caan survived.
The survivors of that incident managed to locate a surviving Progenitor, which stored pure Dalek DNA. The Progenitor created a new race of true Daleks from its store of Dalek DNA. These new Daleks immediately destroyed the "inferior" impure Daleks who had brought them into existence.
Second, the Time Lords aren't "currently fighting" anyone. With the sole exception of the Doctor, the Time Lords are currently all dead. They die at the end of the Time War. It's theoretically possible that other Time Lords might have survived by escaping the War alltogether (either by using a chameleon arch, or by being in another universe) but we don't know of any who actually have survived. The Master did (by using a chameleon arch) but was drawn back into the Time War