While the Silmarillion does not mention it, the Book of Lost Tales grants Aulë and Yavanna two Valar children: Oromë and Nessa. Oromë plays a large role in the early development of the elves in every version, serving as their guide on the Great March.
Silmarillion reads thus:
Oromë is a mighty lord. If he is less strong than Tulkas, he is more dreadful in anger; whereas Tulkas laughs ever, in sport or in war, and even in the face of Melkor he laughed in battles before the Elves were born. Oromë loved the lands of Middle-earth, and he left them unwillingly and came last to Valinor; and often of old he passed back east over the mountains and returned with his host to the hills and the plains. He is a hunter of monsters and fell beasts, and he delights in horses and in hounds; and all trees he loves, for which reason he is called Aldaron, and by the Sindar Tauron, the Lord of Forests. Nahar is the name of his horse, white in the sun, and shining silver at night.
The Valarôma is the name of his great horn, the sound of which is like the upgoing of the Sun in scarlet, or the sheer lightning cleaving the clouds. Above all the horns of his host it was heard in the woods that Yavanna brought forth in Valinor; for there Oromë would train his folk and his beasts for the pursuit of the evil creatures of. Melkor. The spouse of Oromë is Vâna, the Ever-young; she is the younger sister of Yavanna. All flowers spring as she passes and open if she glances upon them; and all birds sing at her coming.
Oromë (Quenya Tengwar: `N7Yt$; IPA: [ˈorome]; from the Valarin Arômêz) is a Vala. His name is sometimes said to mean Loud Trumpeter in Quenya but the Valarin form is a name without meaning. He is also known as Aldaron, Araw, Béma, Tauron, The Huntsman of the Valar, the Great Rider, and Lord of Forests. He is the brother of Nessa and the husband of Vána.
During the Years of the Trees, after most of the Valar had withdrawn completely from Middle-Earth and hidden themselves in Aman, Oromë still hunted in the forests of Middle-Earth on occasion. Thus, he was responsible for finding the elves when they awoke at Cuivienen, and the first to name them the Eldar. Being a powerful huntsman, he was active in the struggles against Morgoth. He has a great horn (the Valaróma) and a great steed (Nahar).
... two of the five wizards, who were called in Valinor Alatar and Pallando were Maiar sent by Oromë to Middle-Earth. What became of them is not known, although apparently they journeyed into the east with Saruman but did not return. The evidence concerning their fates is discussed in Unfinished Tales.
Oromë has even more in the "Book of Lost Tales - One"
from The Book of Lost Tales - One (posthumous JRRT, Ed CRT.)
copyright 1983 (Del Rey Publications)
Oromë the hunter who is named Aldaron king of forests, who shouts for joy upon mountain-tops and is nigh as lusty as that perpetual youth Tulkas. Oromë is the son of Aulë and Palùrien.
in Valimar his halls are wide and low, and the skins and fells of great richness and price are strewn there without end upon the floor or hung upon the walls, and spears and bows and knives thereto. In the midst of each room and hall a living tree grows and holds up the roof, and its bole is hung with trophies and with antlers. Here is all Oromë's folk in green and brown and there is a noise of boisterous mirth, and the lord of forests makes lusty cheer; but Vàna his wife so often as she may steals thence.
a tiny footnote on what one can learn from Oromë:
Often [Fëanor and his sons] were guests in the halls of Aulë; but Celegorm went rather to the house of Oromë, and there he got great knowledge of birds and beasts, and all their tongues he knew.
The spouse of Oromë is Vána, the Ever-young; she is the younger sister of Yavanna. All flowers spring as she passes and open if she glances upon them; and all birds sing at her coming (Sil)
The Gardens of Vána were far away from the noise in the Halls of Oromë, fenced stoutly from the wilder lands with whitethorn of great size that blossoms like everlasting snow. Its innermost solitude is walled with roses, and this is the place best beloved of that fair Lady of the Spring.(bolt)
JRR Tolkien mentions very little of Vána in context of the Elves, but does give her one more relative, from "The Book of Lost Tales" Appendix: Nielíqui is the daughter of Oromë and Vána.
"There sang Amillo joyously to his playing, Amillo who is named Omar, whose voice is the best of all voices, who knoweth all songs in all speeches; but whiles if he sang not to his brothers harp then would he be trilling in the gardens of Oromë when after a time Nielíqui, little maiden, danced about its woods."
A very tight family, these six Valar:
Aulë (Earth) esposes Yavanna (Nature), and they raise Oromë and Nessa.
Yavanna's young sister, Vana, (Youth) espouses Oromë (Travel).
In time, Nessa (Dance) weds Tulkas (Strength), the first recorded marriage in Arda.
In times of trouble, Tulkas and Oromë are the first to action.
In all times, Yavanna and Oromë are wander the world.
These six, with familial affection, cooperate (or not) in the making of the natural world as The One intended.