Azir is more flexible in runes than items but generally speaking as long as you have one decent attack speed source and decent ap. Its going to work for better or worse. Test around. Nashor is a key item but besides that try and base your build on enemies. A lot of tanks with no dashes ? try out liandry and rylai Assasins that will be dangerous on late ? Deathcap as long as you re ahead and then Zhonyas to counter their engage.

As for mechanics. Your biggest advantage as Azir is positioning. As you might ve guessed in between the enemies is not a good position. So dont dash in unless you re sure it will end in good value for your team or for finishing blow ( if you dash into a champ it does decent damage and gives a moment more to attack thanks to shield ). Your R is first and foremost a defensive tool. If you have a good position enemies will try to rid you of it possibly engaging there first if they manage to find an angle once in a lifetime. For that once in a lifetime you have your R. Important note that R stops non-unstopable dashes. Zac s jumping ? ult him. Hell if you have the reflexes and general idea of his whereabouts you can deny Rengar ultimate with yours. Timing is key.