Are you sure it is not a deciduous azalea? They are fairly common and
are much hardier (for the most part) than "evergreen" azaleas.

If you do the fingernail test and find the cambium layer is dead (not
green) then it can still come back from subcutaneous buds which are
dormant down closer to the roots of from the roots them selves.

Again I recommend waiting until the end of May before making a death
pronouncement.

--
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Cheers, Steve Henning in Reading, PA USA http://www.users.fast.net/~shenning