Azazel is a cool namee! Other names you might like:
Azrael, Sariel,
Raziel, Sachiel, Zazel, or Rosier.
I would use a common middle name tho - in case your kid wants something more average. Something short too - it's a bit of a mouthful if you pick
Azazel Frederick or something.
The meaning is evil / demon, one linked to Yom Kippur in Jewish tradition. Just make sure you understand the namesake before you pick it just for the sound! If you not Jewish, you might want to do some more research - this is kinda like naming a kiddo
Satan or
Lucifer.