I think it’s lovely. It does have an elegance
The spelling and pronunciation could be a problem but I don’t know if that’s a big enough problem to not use it.
I am quite taken by this name - probably because it is similar to 2 of my favourites:
[name]Eulalie[/name] // [name]Eulalia[/name]
[name]Aurelie[/name] // [name]Aurelia[/name]
[name]Just[/name] thought I’d throw those in just in case they solve some of your accent/pronunciation issues.
claire 
I do think that Azelie is very glamorous and indeed very elegant! I would not worry about that. And [name]Ava[/name] and [name]Sophia[/name], no matter how beautiful, is not as special as Azelie since those names are so common. If you really love the name, go for it! I think it is wonderful and I would have felt like a princess growing up with such a name: )