My assertion that Alatar and Pallando are Maiar of Orome comes directly from Tolkien, found in
Unfinished Tales (which I advise everyone with an interest in the Istari to read). In the last note, Christopher Tolkien speculates why they are associated with Oromė (and I certainly agree with his speculation).
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The note ends with the statement that Curumo [Saruman] took Aiwendil [Radagast] because Yavanna begged him, and that Alatar took Pallando as a friend.
On another page of jottings clearly belonging to the same period it is said that "Curumo was obliged to take Aiwendil to please Yavanna wife of Aulė." There are here also some rough tables relating the names of the Istari to the names of the Valar: Olórin to Manwė and Varda, Curumo to Aulė, Aiwendil to Yavanna, Alatar to Oromė, and Pallando also to Oromė (but this replaces Pallando to Mandos and Nienna).
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Whereas in the essay on the Istari it is said that the two who passed into the East had no names save Ithryn Luin "the Blue Wizards" (meaning of course that they had no names in the West of Middle-earth), here they are named, as Alatar and Pallando, and are associated with Oromė, though no hint is given of the reason for this relationship. It might be (though this is the merest guess) that Oromė of all Valar had the greatest knowledge of the further parts of Middle-earth, and that the Blue Wizards were destined to journey in those regions and to remain there.
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