I am pretty sure that Queen Beruthial isn't in
Unfinished Tales, as I have never read of her.
And Alatar and Pallando hardly get much of a backstory. Pretty much all we learn about them is that they were friends, the one asking that the other accompany him, that nothing is known for certain as to their fate, but that they probably failed their mission and possibly started up Sauron-worshipping cults in the east. Poor guys! Hardly much of a legacy.
Personally, I prefer to think of them as having succesfully raised a rebellion against Sauron in the east, thus limiting the number of Variags/Easterlings available to him in the War of the Ring. Although I am aware that this doesn't square with Gandalf having been the only one of the Istari who succeeded.
