I really do not know anything clearly about the other two I think they went as emissaries to distant regions, East and South, far out of Númenorian range. What success they had I do not know ; but I fear that they failed, as Saruman did, though doubtless in different ways; and I suspect they were founders of or beginners of secret cults and “magic” traditions that outlasted the fall of Sauron.
J.R.R. Tolkien on a the destiny of the Blue Wizards (Alatar and Pallando) - Letter, 1958.
But the other two Istari were sent for a different purpose. Morinethar and Rómestámo ( Darkness-slayer and East-helper ). 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 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.”
The Peoples of Middle Earth - HoME - J.R.R. Tolkien