The B5 wiki seems to substantiate this, but unfortunately doesn't source it, and I'm not recalling when this might have come up, or whether it was alleged by a reliable source.
I don't remember the episode names but Lorien tells Ivanova about his species and him when she's asking about how he could be the first sentient creature in the universe.
Lorien told Sheridan about the Shadows and Vorlons being the children of his species in that they were among the first races his people helped evolve into First One-ishness.
Delenn told Sheridan the Shadows were the oldest of the First Ones known to the Minbari, presumably the Vorlons as well since Kosh was there as part of the conversation, when Delenn was trying to convince Sheridan to let Morden go from custody. I assume that excluded Lorien's people and Kosh meant the races Lorien's folk raised were thought of as First Ones. I assume the Vorlons could have had a different name for Lorien's people.
One species I am curious about are the demons from Earth Lochley ran into in the post series films. I've thought they could be renegades from Lorien's people, immortal and godlike from the start but cast down and imprisoned on a minor rock on the outskirts of the galaxy where they couldn't cause trouble to the younger races being helped by Lorien's people. Accidents of evolution later, they had access to a species who could get them off the rock but only if someone severed them from the host since they'd presumably die with the host if they weren't.
I assume they'd die because otherwise they could bond with someone and wait for the person to die or even walk them out an airlock once they were off the planet.
They could be from some species prior to Lorien's that even he didn't know or were part of the universe itself. When talking to Ivanova Lorien talked about the universe as if it had a sentience of its own which produced his people. It's also possible the demons were part of the universal consciousness, god's id so to speak.
To finish up this progressively less coherent thought, many characters, Franklin, Delenn, G'Kar, and even Lorien, express the universe/god as an entity which created the beings of the galaxy as a test bed to figure itself out through watching versions of itself (the beings of the galaxy) live out their lives. The universe may be like Vishnu.