[Tuor of Gondolin]

As for the Blue Wizards, I'm not all that sure they "failed" totally.
Doesn't Tolkien say somewhere in "Letters" that they were sent as
emessaries to the east (like missionaries), and that they may have had some positive effect in disuniting the eastern and southern peoples from
uniting against the west? I'll have to reread letters, etc.

Radagast is a generally curiously ineffective istari, for good or evil.

But since even Saruman was given more then one chance to repent,
it would seem possible that the other three wizards were welcomed back to
Valinor.- especially given the extremely difficult working conditions of the
Blue Wizards.