Zed is underrated

No, not at all. His kit is complex, yes, but once you've learned his combo it isn't skill, it's reflex. There's no real thinking required. You press R, you combo, you press R again.

Azir is a much harder champion to play.

He may be harder than some and depends alot on successful combos and dodging skills using your shadows, but after a few games, it becomes reflex.