Azures are beautiful and amazingly mild for damsels. They won't really shoal...at least mine didnt. They each established their own little cubby hole and defended it. Otherwise they ignored each other and the other fish
I have 5 Springeri and they are mellow so far and like you have each found their own area in the tank. I added them into my tank with several fish though so there was definitely a pecking order already established. They are a beautiful vibrant blue.