The Blue Wizards
The Lord of the Ring's Blue wizards lost somewhere in a snowy forest
"The Blue Wizards (or the Ithryn Luin) were two notoriously mysterious characters ofMiddle-earth, so-named because they both wore sea-blue robes. They were only hinted at in The Hobbit and The Lord of the Rings, where Gandalf and Saruman, respectively, say there are five Wizards. (...) In a letter, Tolkien says that these two wizards went into the East, and likely failed their mission..." - Lotr WIkia
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