Azir is really strong in lane regardless of matchup. He has a meh midgame and then turns into a damage and peeling beast after 2-3 items depending on your exp advantage.
Kalista feels really dependent on your support playing well. Her lane is really matchup dependent. I'd say she's good in poke/kite comps but her damage and utility feels pretty lackluster in a hard engage compared to lucian, jinx, vayne, corki, graves, MF.
They both have a very high skill cap. I'd say from my experience Kalista feels harder to learn towards the beginning, but once you figure out an item build you like and figure out her jump mechanic she starts to feel pretty easy. Azir will seem easy at first but at low CDR you'll get shit on by people with any sort of mobility unless you're smart. He's very difficult to master and you really have to understand all his matchups pretty well.
Personally I prefer Azir. When I ADC I generally use Vayne and Sivir and Kalista just doesn't feel quite right to me.