Post imprisoning Vaatu, Wan has met the physical forms of Tui and La and communed with them briefly. Most of his knowledge of them comes from Raava. He is aware of their relationship and how it symbolically mirrors Raava and Vaatu's. He knows that they crossed over to the Material Plane near the beginning of time (possibly before Vaatu tore open the barriers between Spirit World and Material Plane if we assume the Spirit Portals were always doors between the worlds, both binding them and keeping them separate). He is also aware that they have taken mortal forms and can be killed.
Tui and La
They have Wan's utmost respect.