NB: the plural is “Maiar”. Also “Valar” for “Vanyar”. Anyway, Gandalf (reported by Faramir) stated “Olorin I was in my youth in the West that is forgotten”, and the Silmarillion (the Valaquenta, IIRC) mentions Olorin by name as a Maia. That’s not direct proof, but strongly suggestive evidence given that the Istari came out of the West, and had indefinite lifespans.