Azaleas are part shade plants. They do not tolerate hot dry locations. They have shallow root systems. They are woodland plants and like acid soils with organic matter, like all woodland plants.
When the soil is too base (high pH), azaleas will get chlorosis, or yellowing leaves. Test your soil. (Here is our webpage about it: .https://extension.umd.edu/hgic/topics/soil-testing) Be sure to designate that you are growing azaleas. It will tell you the pH level and how to change it. (Or get back to us about changing it.)
Also, pull the mulch back from the base of the shrub. Mulch should never touch or be piled on the base of plants/trees/shrubs. It should be no more than 2-3" deep.