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Is there any canonical reference to the fate of the Blue Wizards, Alatar and Pallando?

From what I have read, there are supposed to be 5 wizards in Middle Earth. Only 3 are present in the Lord of the Rings, namely Gandalf, Saruman and Radagast. Are there any comprehensive sources of information about the order of Wizard in Middle Earth? Specifically, what is known about the other two wizards?