True, Zee, and Grizelda are mature wishes
When a wish reaches its mature stage in life, it is reborn as a human. That might explain why these three don't seem to have parents. Alternatively to the above, the human kids were transported from the human world to the Rainbow Kingdom
True, Zee, and Grizelda were all orphaned at some point, and each of them decided to Wish Upon a Shooting Star to escape their grief and the orphanage(s) they were all stuck in. Big-hearted True wished to be in a place where she could share love and help others, Child Prodigy Zee wished to be in a place where he could learn and make important discovers that others would appreciate, and Grizelda decided to overcompensate by wishing she could be in a place where she could be a princess with subjects to rule over. The Wishing Tree was powerful enough to sense their pain all the way from the human world, and used the combined power of all its wishes to transport the children into the Rainbow Kingdom. It picked True as The Chosen One for her heart, and Zee as the Magical Guardian of the Wishes for his brains. It brought Grizelda over out of pity/sympathy and gave her the grizmos.