Difficult but not impossible, IIRC there have been some 15-20 Lunar meteorites discovered in the Antarctic.
That would be an example of something that escaped lunar gravity. A closed orbit from any single impulse would likely impact the Moon. In fact, I think this can be proven mathematically. You need a second impulse. For powered ascent, the velocity vector changes either constantly, or at least once subsequently. So you go up for a while, then you go downrange for a while. That's equivalent to multiple impulses. It results in a velocity state that's consistent with a useful closed orbit. This is why we have to invoke restricted
n-body solutions to explain impact ejecta in lunar orbit -- N bodies because anything more than two is an iterative problem, and restricted because we ignore the gravitational effect of dust on the Moon.
An ejectum might rise high enough that Earth's gravity tugs at it just enough to circularize its orbit. It would be a razor's edge between falling back down to the lunar surface and going into some sort of (open or closed) orbit around the Earth. Or possibly even the Sun, in even rarer cases. I would expect this to apply to only a tiny percentage of ejecta, and I think the tenuous clouds are consistent with that. Particles can also accumulate in the stable Langrange points, depending on their velocity state.
ETA: Ninja'ed by the newcomer.