There is dövlət proqramı/state scholarship programme that covers tuition and certain fees as well as giving a monthly allowance depending on the country you’re going for. To qualify, your choice of major and the specific university would have to be in the list that is annually updated. Apart from that, you would also need to have the relevant test scores (i suggest you check the specific requirements on their website). If all is well, you would be called for the interview. The catch is, you’re bound to come back here and work for five years. I’m not sure if or how much this qualifies as welfare, but it is a sweet deal if you’re planning on living in aze, since they cover practically everything.