[narfforc]

Of the march of the host of the Valar to the north of Middle-earth little is said in any tale; for among them went none of those Elves who had dwelt and suffered in the Hither Kands, and who made the histories of those days that still are known; and tidings of these things they only learned long afterwards from their kin in Aman.

We know that ships still sailed from the Undying Lands to Mithlond, the Istari came around TA1000. It is possible that the stories migrated back long before that, it is even possible that some of those Maiar were there at Thangorodrim, though we are not told this.