Nay, they certainly have nothing to do with the Valar, they speak true. Although there is one of the Ainur here, his name is Castiel and he healed Findekákno when his injuries were nearly too much for him to bear.
Maitimo is also here, and Turukáno, and Gwindor and Fëanáro, and you would know Glorfindel and Legolas?