Crystal Crossing.
you need azelf,uxie,mesprit to open the cave after beating the Pokemon league
the truth is you actually recruite azelf before you graduate by battling azelf in shining lake at the depths of crystal cave
Azelf is in the cave at lake valor you just have to go in and a dusk ball or an ultra ball after weakening it and just capture it
Mesprit's cave is the one near Twinleaf town, Uxie's is the one near Snowpiont, and Azelf's cave is the one near Pastoria.
soon after you get palkia they are in each of the lakes in a cave
You Have To Complete The Spear Pillar Scene And It Should Be There. If Not You May Have made it faint... You cannot get azelf unless you catch or defeat Dialga or Palkia at spear pillar.
You need to of released the lakePokemon (Azelf, Mesphrit, and Uxie). The you can go there and the cave painting will be demolished.
Route 18
blue the color of azelf
no, you get azelf on a mistirous cave on close by valor lakefront
i don't know but it has to do with the 3 Pokemon UXIE MESPRIT and AZELF and DIALGA