"azure blue" is correct and usable in written English.
You can use it to describe the color blue in a poetic or fanciful way. For example, "The sky was a beautiful azure blue."
The lakes are rimmed in azure blue.
THE sea is warm and azure blue.
The Mesoamericans, too, created a vivid and durable azure blue.
From clear azure blue to cloudy pea green.
Shots of color, including azure blue at Calvin Klein.
Mr. Lam's colors are wonderfully strange: spruce with icy gray, marigold with azure blue.
A time like the low-hung heat of a summer's evening, a place like the marbled coast and azure blue-seas of Ibiza.
He was wearing an azure-blue polo-neck sweater and gray trousers.
Her azure-blue eye shadow is the single highlight of color; her jewelry the only ornamentation.
On a sunny day in the spring, undulating emerald-green farm fields met clear azure-blue skies.
The Varosha of his youth, he said, was a place of golden beaches next to an azure-blue sea where Greek and Turkish Cypriots lived largely separately.
