They are called the Blue Wizards on account of their sea-blue robes (each of the other Istari had robes of a different colour), and their individual names are given in the Unfinished Tales as Alatar and Pallando.
In the essay "The History of Galadriel and Celeborn" of Unfinished Tales it is stated that Gil-galad relinquished the Ring of Fire only at the outset of the War of the Last Alliance.
He also appears in the posthumously published Unfinished Tales, as the captain of the riders that allowed their companions to escape of the siege of the uruk-hai during the Battles of the Fords of Isen.
It was presumably lost at the fall of Sauron, but since the stones are virtually indestructible, it would still be buried in the wreckage of the Dark Tower, or (as Christopher Tolkien speculates in Unfinished Tales) destroyed by the eruption of Orodruin.
Appendix A of The Lord of the Rings contains genealogies of the royal house of Númenor, and several sections of Unfinished Tales of Númenor and Middle-earth deal extensively with Númenor and several of its kings.
According to notes made by Tolkien after the publication of Lord of the Rings and found in Unfinished Tales, Oropher, the Sindarin king of the Silvan Elves of Mirkwood, or Greenwood the Great as it was then known, raised a large force as part of the Last Alliance to overthrow Sauron.
Unfinished Tales contains the start of a more mature and complete narrative, which Tolkien began after finishing The Lord of the Rings in the 1950s.
An account of the first Battle of the Fords of Isen in Unfinished Tales apparently treats Uruk-hai and "orc-men" separately.
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According to Unfinished Tales, at the start of the War of the Elves and Sauron, Celebrimbor gave Narya together with the Ring Vilya to Gil-galad, High King of the Noldor.
This could also be due in part to the film makers lacking the rights to Unfinished Tales, The Silmarillion and the History of Middle-earth series and as such they could not legally name them.