The wizards went there together which doesn’t answer where is the other? Did one fail and the other continue his mission at some point? Leaves a lot of freedom to creat a storyline.

In the canon, Tolkien has stated that the blue wizards were the only two to appear in the second age. They venture east to guide men. Not much is known about Alatar and Pallando. Now Rhun was an Easterlings location. Easterlings eventually aligned with Sauron but not sure about this time period.