Six types of E-functions of the Lie groups O(5) and G(2)

New families of $E$-functions are described in the context of the compact simple Lie groups O(5) and G(2). These functions of two real variables generalize the common exponential functions and for each group, only one family is currently found in the literature. All the families are fully characterized, their most important properties are described, namely their continuous and discrete orthogonalities and decompositions of their products.