From the photos it looks as though the plants are suffering from azalea bark scale (Eriococcus azaleae).

If your azalea is thinning or yellowing, or has some dead branches, look for a crusty covering of scale insects on the stems, or white, waxy egg masses produced by the females. Infested stems and leaves may turn black from sooty mold fungus that grows on the sugary liquid waste excreted by the scale insects.

Infested plants can be sprayed with horticultural oil in mid-July. Spray after the azaleas are finished blooming to avoid spraying over bees and other pollinators, and to avoid flower injury. Heavy infestations can be sprayed again two weeks later. Later in summer or next spring you can determine if any live scales are present by using a fingernail to scrape off some of the crusty buildup on the stems. If scales are juicy, they are alive. If the crusty residue is dry and flaky, the scales are dead. Dead scales may remain on stems for a year or more. An oil spray applied after the crawlers emerge is usually very effective in controlling azalea bark scale, but keep checking each year and spray again when necessary.