The Blue Wizards (Ithryn Luin) didn't have names in ME. The names Pallando & Allatar are not made up by Tolkien or his son, but by ICE (Iron Crown Enterprises). Tolkien has said something about the Blue Wizards:
in UT - Istari - Note 3 Christopher Tolkien writes this:
Quote:
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In a letter written in 1958 my father said that he knew nothing clearly about 'the other two', since they were not concerned in the North-west of Middle-earth. 'I think,' he wrote, 'they went as emissaries to distant regions, East and South, far out of Númenórean range: missionaries to "enemy-occupied" lands, as it were. What succes they had I do not know; but I fear they failed, as Saruman did, though doubtless in different ways; and I suspect they were founders or beginners of secret cults and "magic" traditions that outlasted the fall of Sauron.'
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In this quote he seems to speculate about them, as we are all. The only thing known is that they moved East with Saruman and as they did they passed out of knowledge. The quote cited above is the only phrase I could find about them that was of any importance.
greetings,
lathspell