Would support Azir work?
Can Azir be a support?
Besides dreaming about Sivir/Azir Shurima lanes, I was exposed to this thought in the responses to the Azir Q&A. Would support Azir work? In my estimate, the only reason this would be questionable is he doesnt have too many things that openly help the ADC in-lane. What he does offer is decent poke-age/zoning potential (which would potentially work with the Spellthief's Edge.

Beyond that, he has pretty decent all-in potential, I'm pretty sure building him less glass cannon and more with supporting items like Locket of the Iron Solari or aura-heavy (Will of the Ancients / Zeke's Herald / Abyssal Scepter) could still leave him as a decent damage dealer.

As far as the fighting goes, he'd have decent all-in potential, he'd have an escape with his slide (which could technically be blocked, but as a consolation prize he'd get a shield), and his Ult has all kinds of cute potential, beyond completely embarassing Anivia. It can block ganks, you could shut them off of the turret, either trapping them in or keeping them from hitting it, and you can get pretty easy poke if you get jumped on or dove under turret, since they have to go around it while you go through it (I have the reference in the Champion Showcase in mind for this). Beyond that, if you put it in front of you when getting ganked or pushed, you get the speed buff to escape while the enemy still gets blocked. Cuteness if I've ever seen it.
So let's recap: Escape, Pokeage, denial via wall to engage, shut down ganks/all-ins, or to stop runners, as well as a decent all-in. I think it could work.