The Blues Brothers, or of the Blue Wizards.

[Kin-strife]

This is said of the two wizards in letters (letter 221):

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.

I suspect, however, that the passage Mithadan refered to in HoME is later that this letter (1958) as he says in the letter that he doesn't know the colours of the two wizards.
Apart from this all I can add is that they are linked to Orome as he sent Alatar who in turn brought Pallando as a friend.
I'm currently trying to write a fan fiction where the blue wizards came to the East and found primitive men not yet fallen under the shadow suffering from famine and felt great pity for them. They felt that the men were neglected by the Valar and were moved so far as to attempt to bring them back to Valinor.