First off, level 100. Secondly, while azelf is normally used as a lead, anti-lead, LO destroyer or NP abuser, I feel like scarf could be slightly viable under the right circumstances. With its blistering speed stat it doesn't really need a scarf except to outspend crobat, mega bee, aero, and sceptile. Basically what I'm saying is thunderbolt/ice punch+ fire blast should be necessary to actually make use of azelf's scarf to kill it's offensive revenge killers. Dazzling gleam can destroy hydrae who think they can revenge you with their fancy choice scarf if you're locked into DG, though I guess this is pretty niche as if you don't take LO recoil they'll think you're focus sash or specs or band, not scarf, so whatever. U turn is nice for momentum, and psyshock is great for B. So I would say a special set of
Psyshock
Dazzling Gleam
Fire Blast
Thunderbolt
This is to be used as a revenge killer/late game cleaner.
Or a mixed pivot set of
U turn
Dazzling Gleam
Knock off
Psychic
Which is more along the lines of what you said, though the more I'm looking at it the less useful scarf seems. I would just run LO and scarf aggron. Gg no re