A further quote from "Unfinished Tales" admittedly some of the tales from this book are incomplete but still canon and writted by Tolkein and edited by Christopher Tolkein.
"and they were held to be of the Elven-race (with whom, indeed, the often consorted). Yet they were not so. For they came from over the Sea out of the Uttermost West"
"For with the consent of Eru they sent members of their own high order, but clad in bodies as of Men, real and not feigned, but subject to the fears and pains and weariness of earth, able to hunger and thirst and be slain; though because of their noble spirits they did not die, and aged only by the cares and labours of many long years"
"For it is said indeed that being embodied the Istari had need to learn much anew by slow experience, and though they knew whence they came the memory of the Blessed Realm was to them a vision from afar off, for which (so long as they remained true to their mission) they yearned exceedingly"
"Manwe replied that he wished Olorin to go as the third messenger to Middle-Earth. But Olorin declared that he was too weak for such a task, and that he feared Sauron. Then Manwe said that was all the more reason why he should go, and that he commanded Olorin (illegible words follow that seem to contain the word "third"
. But at that Varda looked up and said: 'Not as the third'; and Curumo remembered it"
"The note ends with the statement Curumo took Aiwendil because Yavanna begged him, and that Alatar took Pallando as a friend. "
Tge chapter also draws relations between Maiar and Valar quoting Olorin to Manwe and Varda.
And the last quotes atop of page 510 on my version, "We must assume that they were all Maiar, that is persons of the 'angelic' order, though not necessarily of the same rank. The Maiar were 'spirits', but capable of self-incarnation, and could take 'humane' (especially Elvish) forms."
"Other writings are concerned exclusively with Gandalf (Olorin, Mithrandir)."
"Olorin was his name. But of Olorin we shall never know more than he revealed in Gandalf "
One more note Gandalf said again 'Olorin I was in the West that is forgotten' when he spoke to the Hobbits and Gimli in Minas Tirith after the coronation of King Elessar: see 'The Quest of Erebor',p. 426 (my version) of Unfinished Tales.
I should also say a speech by Faramir on page 433 in my version of The Two Towers "'and he was content. Many are my names in many countries, he said. Mithrandir among the Elves, Tharkun to the Dwarves; Olorin I was in my youth in the West that is forgotten, in the South Incanus, in the North Gandalf; to the East I go not.'"