The remaining two, known as the Blue Wizards or Ithryn Luin, receive less attention. As for whom this Dark Wizard in The Rings of Power is, the theory that he is Gandalf can be ruled out.

[T]hey had no names save Ithryn Luin, "the Blue Wizards"; for they passed into the East, pursuing there the purposes for which they were sent; or perished; or... were ensnared by Sauron and became ...

But what he did say connects them to The Rings of Power ‘s Dark Wizard. Also known as Ithryn Luin for their sea-blue robes, they were two of five Istar who made up the Order of the Wizards.