I would like to know if the entity known as Lucifer is Azazel. That would be my question.
In my workings though, he has merely answered with the following question: “is it so important to you?” ; all while his appearance suggested being actually the same being, judging from his scalding smirk.
No. Originally, Azazel was simply a word referring to the “scapegoat” in the sacrifices on the day of atonement. It wasn’t until much later when Azazel developed into an entity in Jewish mythology.