Tolkien had various things to say about:
'... others of the Istari who went into the east of Middle-earth, and do not come into these tales' Of
the Rings of Power
And to try to arrange some more specific things in some chronological order (emphasis on try)...
1954 Istari essay (Unfinished Tales): number of order unknown -- two
wizards came clad in Sea-blue, little known of them -- no names in the West
save Ithryn Luin 'the Blue Wizards' -- passed into East with
Saruman but never returned -- whether remained in the East pursuing their purpose, or perished, or as some hold were ensnared by
Sauron and became his servants, is not known.
The Lord of the Rings 1954-55
In
The Lord of the Rings the Istari were said to have appeared in Middle-earth when maybe a thousand years of
the Third Age had passed. The Istari need not have arrived all together, on the same exact ship I mean, but I think the implication is that they came in this general time at least -- this will be notable compared to a very late idea Tolkien was at least thinking about.
A hard to date, brief and hasty sketch
Quenya names appear,
Alatar and
Pallando -- this
dates from sometime after the completion of
The Lord of the Rings.
An alliterative verse
This verse mentions of the five that came from a far country, only one retuned.
1958 letter 211
Tolkien --
doesn't know colours (doubts they had distinctive colours) -- doesn't know anything clearly about the 'other two' -- thinks they went to distant land, fears they failed, and suspects they were founders or beginners or secret cults and magic traditions outlasting Sauron's fall.
A late text
Tolkien here muses on the success of the other two:
'The 'other two' came much earlier, at the same time probably as Glorfindel, when matters became very dangerous in the Second Age' (and it was said that the reincarnated Glorfindel probably came to Middle-earth in SA 1600). And... [they]
'... must have had very great influence on the history of the Second Age and Third Age in weakening and disarraying the forces of East ... who would both in the Second Age and Third Age otherwise have ... outnumbered the West.' According to this late note their names are
Morinehtar and
Romestamo (or Rome(n)star).
another late note
'no names are recorded for the two wizards'
But compare with yet
another passage, similarly dated very late (probably
1972)...
'Saruman is said (e.g. by Gandalf himself) to have been the chief of the Istari -- that is, higher in Valinórean stature than the others. Gandalf was evidently the next in order. Radagast is presented as a person of much less power and wisdom. Of the other two nothing is said in published work save the reference to the five wizards in the altercation between Gandalf and Saruman. Now these Maiar were sent by the Valar at a crucial moment in the history of Middle-earth to enhance the resistance of the Elves of the West, waning in power, and of the uncorrupted Men of the West, greatly outnumbered by those of the East and South.' (published in Unfinished Tales)
It is difficult to know if this note came before, or after, these other two late notes! but in my opinion this one
seems to state that
all the Istari in question came at generally the same time (at a crucial moment), rather than two wizards coming in SA 1600 -- well before Gandalf! Again, keeping in mind, in any case, what was published by Tolkien himself in
The Lord of the Rings.
That's not everything, but anyway I can't find a reference (yet) to these wizards being blue written
after Tolkien says he doesn't know the colours. If not, are they even necessarily the Blue Wizards?
:*D