Honestly, I've been absolutely wrecked using him, and I've destroyed using him. He's a pretty complicated champ, imo. A couple of things right off the bat:
-dont use more than two soldiers at once in early lane. Only go for two if youre near your tower and can cause some serious damage. Opponents can take complete advantage of you when you have both out and no abilities to really go on in the moment while further out in the lane. Try to use his sand soldier to farm and harass at the same time if you can, without needing q to reposition it.
-NEVER use his e against the opponent unless youre 100% sure you can knock them up and get the kill somehow (with assistance from your jungler or they just absolutely cant get away on low health). However, that being said, his e is a great escape tool if you w/q/e back to the safety of a tower or over a wall.
-I pretty much always recommend building nashors tooth and athenes with him. The cd and the overall combination of both items makes him deceptively strong, and the mana regen is great for harassing and farming.
-His ult can be really tempting, but it's a pretty difficult one to use once you realize it. I recommend using it to finish off the opponent at very low health (especially with ignite), or using it to bump them away from you BEFORE you use your soldiers. Doing this gets a chunk of damage out of them while keeping you relatively safe, and allowing you to send your soldiers dashing after them. Keep in mind the first tip too, but if you have enough cd it shouldnt be too much of a problem.
-As for his sun disc passive, I dont recommend throwing it up whenever. Use it to defend at a crucial point, like putting it in front of your base and the enemy team is gunning for one of the base turrets. Another suggestion is when your whole team is going for the enemies inner turrets, and youre being pushed back. putting up a sun disc allows you a buffer zone where you can hold your ground and try to make plays. Be careful regardless, as they can still probably go in from the sides and get one of you.
- a tip I forgot to mention: If you know you can take a tower down quickly, such as it being half health or you know no one can stop you, dont forget to use one arise or two against it. I tend to play it safe and use it once while another regenerates, leaving me with one to fight or escape with.
I'm still not the best azir player, but I'd like to get better with him too. I hope these are helpful in some way; even if you dont use all of them.