What's up with all these TLs going for Dair spikes? I've seen so many suicide because of it, and it's really not worth it...
Anyway, from my experience with playing Azen, use projectiles a lot and try to bair combo. I'll always use projectile to overwhelm then and to force them to shield, so I can possibly even get a grab in. Also, if they shield... try to go bair and then get to the otherside of their shield so you can nair before you land. They'll usually try punishing you, so you could get a hit in.
So many TLs go for Dairs and Dair spikes... they're so predictable. Don't use them much. Use a lot of nair, especially out of the shield. Watch out for his dair, since the hitbox seems to be pretty big.. also on top of that, it's strong. Be hesitant when going for uairs from beneath. From what I can recall, I killed him with random Fsmash, Usmash, and Nair off the stage. A lot of times you can get them far enough so you can just edgehog them.
If i think of more stuff, I'll just edit.