You can find pretty much everything that is known about the Blue Wizards at the One Ring to Rule Them All wiki...
lotr.fandom.com
There is an interesting quote from Tolkien on that page where he says that he feels that the Blue Wizards had "a very great influence on the second age and the third age". We know that Gandalf, Saruman and Radagast all arrived in the third age, but that quote would make it seem as if the blue wizards arrived earlier.

Blue Wizards
"Their task was to circumvent Sauron: to bring help to the few tribes of Men that had rebelled from Melkor-worship, to stir up rebellion... and after his first fall to search out his hiding and to cause dissension and disarray among the dark East... They must have had very great influence on the...
There is an interesting quote from Tolkien on that page where he says that he feels that the Blue Wizards had "a very great influence on the second age and the third age". We know that Gandalf, Saruman and Radagast all arrived in the third age, but that quote would make it seem as if the blue wizards arrived earlier.
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