Here's what we know about their fate:
* They are initially shocked and dismayed by their actions. While they were unhappy with Azula's tyranny, they also felt a sense of loyalty towards her.
* They are separated from Azula. After escaping Azula's grasp, they don't stay together. The two are briefly seen in the Boiling Rock episode, but their individual whereabouts are unknown.
* Ty Lee joins the Kyoshi Warriors. We learn in "The Ember Island Players" that Ty Lee eventually finds her way to the Kyoshi Warriors, a group of female warriors dedicated to protecting the world from the Fire Nation. This is where we see her at the end of the show.
* Mai's fate is unclear. We don't get a clear picture of what happens to Mai after she abandons Azula. While it's possible she joined Ty Lee with the Kyoshi Warriors, it's never explicitly stated.
It's worth noting: The show leaves the fate of Ty Lee and Mai open to interpretation. While their actions suggest a desire for a more peaceful life, their ultimate paths are left unconfirmed. Many fans speculate about their lives after the war, and their story continues to be a subject of discussion among Avatar fans.