Elder Scrolls XII: Twelve Worlds of Creation

[Feytalist]

Are there any unsavory aspects of Azura? If there are, I've never heard of them.

Perhaps not exactly unsavory, but she seems to be incredibly jealous. If you're meant to be worshiping her and aren't, expect some disproportional retribution. I guess that's a trait of all Daedric Princes, but with Azura that seems to be one of her main qualities. Also remember that she is the patron of vanity and egotism. She doesn't take rejection well.

There's a lot of speculation that the sermons are a very long stealth confession.

Man those sermons could be anything. There's so much weird stuff hidden in them. It could all just be one big troll from Vivec.