The source of this is the Glorfindel material published in History of Middle-earth 12. There we read:
The 'other two' came much earlier, at the same time probably as Glorfindel, when matters became very dangerous in the Second Age. Glorfindel was sent to aid Elrond and was (though not yet said) pre-eminent in the war in Eriador. But the other two Istari were sent for a different purpose. Morinehtar and Romestamo. Darkness-slayer and East-helper. Their task was to circumvent Sauron: to bring help to the few tribes of Men that had rebelled from Melkor-worship, to stir up rebellion ... and after his first fall to search out his hiding (in which they failed) and to cause [? dissension and disarray] among the dark East ... They must have had very great influence on the history of the Second Age and Third Age in weakening and disarraying the forces of East ... who would both in the Second Age and Third Age otherwise have ... outnumbered the West.
The ellipses and questionable passages are quoted verbatim, but the emphasis is mine. Christopher Tolkien notes that it is an "even rougher and more difficult" note than others previously given.
This is the sole text I'm aware of which references an earlier coming of the Blue Wizards, and it's obvious from it that they were sent separately and not as part of the Istari that came later, the reason being that they were an initial mission to assist at a dangerous time in the Second Age. No further information is available.
This of course would probably require some reworking of the published material relating to the Wizards; a habit that Tolkien did fall into in his later years.