I think that Tolkien deliberately left us with only hints about Radagast. He's yet another lose end (who are Tom Bombadil and Goldberry?; what's behind that door in the Paths of the Dead? and many more).
I first read LoTR long before the publication of The Silmarillion. In those days, there were many more lose ends to worry about; The Hobbit and LoTR are full of references to the history and legends of earlier Ages which wern't explained until the Silmarillion became available.
Tolkien used these lose ends to try to convince us that we have been privileged to glimpse just a part of what is a much fuller
story.
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