There ought to be a new gardener's mantra, something along the lines of
I will not overwater
I will not over fertilize
I will not plant too deeply
I will not leave the roots of container plants circling and knotted

etc. etc.
(of course there are exceptions. Brugsmansias are pigs and are one of the only perennial plants I can think of that should be fertilized when they are planted. Lathyrus can benefit from being planted too deeply...they will stem root. )

Not sure how to fix their over fertilization, or whether or not that might really be their problem. But 95% of plants people buy somewhere and plant have been well fed up to the very moment you buy them, and do not need fert. when planted. My general policy is never to fertilize in anything's first year, usually 2nd too. I recently fertilized a clumping bamboo - that I just planted - that had been severely underpotted, and in whose soil I saw not a single one of those little fert. beads - I think it had eaten them all LOL. It was about 5' tall with several 1/4" canes in a 6" 3 quart pot!

I would assume you have done every one of DavidRT's don'ts. This would mean digging the azaleas up, keeping the rootball intact. First, cut any circling roots. It is best to just cut down at least 4 sides of the root ball cutting the roots about one inch deep with a box cutter. Put it back in a pot and soak it a couple hours in water. This will do two things. If the root ball had dried out, it will soak it. It will also remove some of the fertilizer. Dump the water after soaking each plant.

Then replant correctly. Prepare the hole with good acidic soil and plant a couple inches higher than it was originally in the pot. Then only water when the soil is getting dry. I usually wait until they look a little wilted early in the morning. It is normal to look wilted in the heat of a hot day.

Here is a link that might be useful: How to care for rhododendrons and azaleas.