There's a theory out there based on one of J.R.R. Tolkien's letters that they start a new cult of Morgoth in the Fourth Age.
The excerpt (from letter 211):
I think that they went as emissaries to distant regions, east and south... Missionaries to enemy occupied lands as it were. What success they had I do not know; but I fear that they failed, as Saruman did, though doubtless in different ways; and I suspect they were founders or beginners of secret cults and "magic" traditions that outlasted the fall of Sauron.
There's a theory out there based on one of J.R.R. Tolkien's letters that they start a new cult of Morgoth in the Fourth Age.
The excerpt (from letter 211):
Tolkien orientalist moment lol
He also says they maybe rallied forces against Sauron in those places much like Gandalf did in Middle Earth. He never really settled on what they did.