Well I found him fun, but I can't wait for the ditto matches to die out so it'll actually be you know... fun. That said, I feel his early game damage is pretty poor, and people can walk out of the soldiers' range like nothing, even with Q, but late game the opposite is true. The soldiers destroy anyone they see. He's definitely a late gamer.
That said let's get to the
BUGS I've noticed:
Q + E is very buggy in that, if you use your Q to move the soldiers, then try to E right away for an escape or just straight up to move, it doesn't work until you stop button mashing and push it again calmly.
The E tooltip should state that it goes toward the soldier closest to you for clarification reasons.
The Soldiers seem to be clunky in terms of attack range. I feel it needs some kind of quality of life change, but I can't put my finger on it. (Please keep locked screen users in mind! Despite most people using unlocked, some people DO use locked!)
Allies see the passive for turrets as well, which is useful for knowing if Azir can use it, but the problem is you can accidentally target them, which as you can imagine really throws you off if you're chasing/running away.
Edit: Another bug I experienced was I ulted a Nasus away from me BEFORE he even PUSHED Q, but he managed to push it while being pushed away from my ult and it went off and ended up killing me despite being on the other side of the area.
-Balance-
Azir came out surprisingly more balanced then I had expected. Especially the turrets. I feel the turrets are still slightlyyy on the strong side for a passive especially... but the 3 minute cooldown is pretty good, and the damage isn't on-par with real turrets, BUT it is too tanky in my opinion, granted they can be ignored to make pushing progress, but it does stop minions for a while and distracts the team, so I feel a nerfing to it's defenses is in order. Even with Azir away I saw minions take quite some time to take down the turret. I'm satisfied with the fact that the more time that goes on the HP gets lower, I feel that really helps balance.
His early game cooldowns are a bit unforgiving, but the late game ones are next to spammable. I wouldn't say this is a problem, but it definitely puts him at a late game mage status.
Realistically, his soldiers' range isn't that great, people can just straight up walk out of it preventing any real early harass, and it's really problematic that his W's range is almost melee, especially when you want to be clever and use it as an escape, you can, but you need to Q first, which has a cast time and a wait time for the travel, making it unreliable, not to mention the chance of the above stated bug with Q + E. As for the range issue, once you get to the later game and get something like Rylai's this isn't as much a problem. Maybe a natural slow would be helpful? A small one, nothing big.
Using E as an escape is slightly risky, being that a champion can walk in front and screw you over. Whenever I do this I feel like it's gonna be like Jarvan's Q + E, but it's not, BUT I don't want that to change. I feel it's a really important part of counterplay to him.
The other thing with E as an escape is that it often looks like you can E away, but you're actually not in range, therefore nothing happens while you spam E, and it's not really a good feeling, maybe some clarity or a QoL change would be helpful here. I don't think I'd really mind a nerf on the range you can leave the soldiers to actually know when I'm out of range of my E rather then be fooled by the fact I have one just out of range.
Edit: Reguarding the ult, I don't think that it should be able to block dashes. I know Riot likes to add "extra" to make the character stand out, but recently Riot has been adding a lot of broken things, like the spell walls. I'll tell you, it's not a fun feeling ulting as MF at a choke point and a Yasuo just puts up a wall and blocks the whole ult. Same feeling for dashes.
TL: DR: I think he's in a good spot, but just needs a few QoL changes and clarity/bug fixes.