Azure is a synthesized human created by Orochimaru to become tge perfect child, but the base she was in, was unfortunately raided and was separated with Orochimaru.
Crimson, is a synthesized human as well, but created to become a bijuu subduer, that's why he has the Mokuton. But unfortunately, he gained super strenght as wwll. He ended up in Konoha for reasins unknown, only to be adopted by Gai.
Breeze, I think, is Naruto's siter. You cant just go and teach the Rasengan to others! based on observation, the Rasengan is known to those close Minato. So I possibly assume Breeze is related to Naruto.
Scarlet was a separated Uchiha from the others and was taken in by a masked man. He was discovered by the -Hokage in a war zone and placed in the orphanage.
Midnight is a Hatake that got separated from his parents and was taken in by Danzo, admitted into Root. But when Tenzo/Yamato was liberated, so was he, after Tenzo/confided to Kakashi he had a living relative.