lord of the rings - Who in Middle-earth knows the Istari's origin?

The only people (and yes, it's individuals, not groups) who are recorded as having known were Círdan, Elrond and Galadriel; from Rings of Power:

Even as the first shadows were felt in Mirkwood there appeared in the west of Middle-earth the Istari, whom Men called the Wizards. None knew at that time whence they were, save Círdan of the Havens, and only to Elrond and to Galadriel did he reveal that they came over the Sea.

The Istari essay in Unfinished Tales establishes that it was quite some time before Círdan even told the other two:

For they came from over the Sea out of the Uttermost West; though this was for long known only to Círdan, Guardian of the Third Ring, master of the Grey Havens, who saw their landings upon the western shores.

The name "Olórin" was, however, well-known in Gondor, per Faramir's statement in the Two Towers:

'Mithrandir we called him in elf-fashion,' said Faramir, 'and he was content. Many are my names in many countries, he said. Mithrandir among the Elves; Tharkun to the Dwarves; Olórin 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.'

Although Tolkien notes that '"The West" here plainly means the Far West beyond the Sea, not part of Middle-earth; the name Olórin is of High-Elven form', it is not established whether or not those in Gondor had made the inevitable connection.