Lacy bugs, I think.
Here's a site with images:
http://woodypests.cas.psu.edu/factsheets/insectfactsheets/html/Azalea_Lacebug.htmlIf this is what they are-- here's a sight that talks about control:
http://hgic.clemson.edu/factsheets/hgic2051.htmThe problem (if indeed it's lace bugs) is that their presence has had more "down stream" consequences. The leaves aren't green because of the bug activity and so no photosynthesis is going on and so the entire plant is suffering.
I haven't had azaleas in a while but you may need to spray them heavily (and on the underside of the leaves) and several times over the next few weeks. You may also want to be sure you apply an azalea fertilizer-- although I don't know if it's the right time to do this in your
zone. The Clemson site might have more information than just that one page that the link takes you to.
Good luck!