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Originally Posted by skytree
Did Tolkien ever discuss whether the Blue Wizards departed Middle Earth? One or both could have arisen as a serious threat on the level of Sauron, or at least Sauruman.
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T. wrote in a 1958 letter that he really didn't
know what happened to them, since they weren't involved with affairs in the west of ME. However, he surmised:
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....they went as emissaries to distant regions, East and Sounth (far out of Númenórean range): missionaries to 'enemy-occupied' lands, as it were. What success 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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Letter # 211
From that, it appears that whatever works they did where they were apparently lasted a long time, but they didn't found anything that would threaten peace in the west. Since their failure is said to be different from Saruman's, I would think that another indication that whatever they were up to they had no designs on conquering ME.
As for their departing into the West, my opinion would be 'no'. I think there's a reason we see only Gandalf of the Istari taking ship at the end of
ROTK; he was the only one who had remained faithful to his task. As Gandalf said, the Third Age was his age; he was sent to be Sauron's enemy. After Sauron was defeated, he had no more business in Middle-earth and knew it was time for him to leave.
Those of the Istari who didn't fall on the level on Saruman, but instead merely became 'distracted' (the Blue Wizards and Radagast) had still failed their mission, and thus miss the ship that was to take them home.