Azazel is considered an aspect of the creator of Djinn not exactly part Jinn. It’s through his research he dates back to the sumerian djinn who are tied to Inanna and her brother Shamash who Azazel is tied to but azazel is also tied to the islamic jinn through shaitan.
You said is tied back, not is. So he is jinn or an aspect of their creation? All I’m understanding is that he is an aspect of their creation and is tied to jinns of different cultures/times not necessarily what type of being he is.
In pre-Islam, the jinn (Romanized: djinn. Anglicized: genies) were understood to be Arabian nature spirits, similar to satyrs or nymphs in Greek mythology. Perhaps even sinilar to the fae. They were known to inhabit the deserts, and associated with the wind. While the people generally feared their tricky nature, the nomads who often roamed the isolated lands were in cooperation with the jinn.
Devils/demons/fiends have varying origin stories, mainly found within Islam. Pre-Islam has jinn and fiends regarded as the same. The latter being those with a wicked nature. In Islam, devils/demons are known as shaitans. As I mentioned, there are multiple viewpoints of what exactly they are; a common issue in Islam. While some say that they are their own distinct kin- created from smoke or hellfire- others believe they are a type of jinn. It’s not really about which is more powerful, but more so that they have different ways of being.
I personally don’t subscribe to the idea of Azazel being a jinn or related to the jinn at all. Islam tends to lack a solid definition for some major aspects of their belief. I believe the reason Azazel is placed as the main transgressor in one of the stories of Islams rebellion story comes from Enoch 10:12:
“All the earth has been corrupted by the effects of the teaching of Azazel. To him therefore ascribe the whole crime.”
And jinns already being altered by Islam as a major class of spirits in their faith, his ties to them followed. Later on being increased by occultists.
They’ve always been jinn. It’s more so that they have been warped by Islam into spirits who take root in their theology. In other words: they were borrowed and incorporated into Islam
Demon and devil I’d hold roughly synonymous for spirit cast into the underworld rather than inherently of it. Djinn are a whole different fuckeroo, the claim being that they’re of our world.