Hello,

I believe that the azaleas have red headed flea beetles. Flea beetles in general are common pests, native to our area, that eat small holes in a wide variety of plants. 

They are normally not harmful to a plant unless 20-30 percent of the leaf is destroyed. For that reason, the articles on treatment for flea beetles are mainly concentrated on greenhouse and nursery environments where infestations spread quickly. Information for home treatments are difficult to find.

The eggs, which overwinter in the soil, normally hatch in June. There could be more than one to two generations of adults in a growing season. 

Because of the flea beetles' habit of hopping, treatments by chemicals or insecticidal soaps are not always guaranteed. There are natural predators of flea beetles and so caution is advised if you should opt to use sprays on these pests. The natural predators, such as parasitoid wasps, could help to control the population. Populations of native insects also tend to vary year to year.
If using a chemical spray,  remember that label directions must be followed precisely in order to avoid danger to you, children, pets, plants and other insects.

It is recommended to keep weeds and plant debris away from an infested plant. Red headed flea beetles are attracted to and eat many kinds of weeds as well as other plants.

Please read the articles below about flea beetles and write back if you should have more questions.

Thanks for asking Ask Extension.

Betsy B. - MGV



https://www.uky.edu/Ag/Entomology/treepestguide/azalea.html

https://extension.umn.edu/yard-and-garden-insects/flea-beetles

https://extension.unh.edu/blog/2020/06/how-do-i-get-rid-flea-beetles-my-vegetable-garden

https://getbusygardening.com/controlling-flea-beetles/