Azama build

I wouldn't run CC on Azama. He'll usually be doing only the +10 damage from Pain+, if you even choose to run it, but that's about it. Plus, you are sacrificing his A slot, which has much better options for him.

For weapons you'll either want Fear+ or Witchy Wand+, but Slow+, Gravity+ or Panic+ can work.

A slot his best skill is Fort Def/Res (since SS4 can't be used by Staves, unfortunately), but you can substitute DD3 from Garon, and pair it with the CD3 seal, but Fort Def/Res is the best.

For B, you can either run a Chill; depending on team composition and skill synergy, or Wings of Mercy, or Guard. I like Guard the best, but it's unnecessary if you are running Witchy Wand+.

C's are trickier, and much more dependant on team comp. A ploy works well, if you aren't already debuffing those stats with his weapon and C skill. Otherwise, if he has enough HP, maybe Panic Ploy?

For his seal; if going for Res, I'd say his best one is Fort Res, which also helps with Ploys, and combines well with Fort Def/Res, but either CD3, DD3, or a support skill work wonders.

So yeah, those are my thoughts, I like to build healers and he's a pretty good one.

Why close counter?

Imo res is his best boon, as for -atk its definitely his best bane, buuuut, if you are not using 2x savage blow + pain, there is no point in having close counter. His best A premium skill for now is fortress def+res, for the B skill its either dull range/ dull melee, guard, chill atk, tho you can even consider obstruct, so he will be rly annoying to deal with (especially if you are willing to eat Mia for Witchy Wand).

Close Counter? I find that to be odd due to him having the lowest attack in game, and it's not like he can use Specials like Bonfire.