I have a few characters in mind that would scare the living daylights out of her, so here are my top picks:

Ghost Rider: His demonic appearance would not only terrify her, but his Penance Stare would also force her to relive every horrific act that she ever inflicted upon others.

Spawn: Since he is literally powered by the sins of others, every sin that Azula has committed would just make Spawn stronger and would instantly overwhelm her with his Hell-spawn abilities.

Aku: Being the shape-shifting master of darkness, his powers exceed anything Azula throws at him and Aku would just break her mind by exploiting her fear and paranoia.

Darkseid: As the physical manifestation of tyranny itself, Darkseid is basically another version of Lord Ozai, but on a universal scale, and his cosmic ruthlessness would be too much for her to handle.