Forgot to add that my azaleas are planted in full sun - gets direct sun in the afternoon.

Azaleas need moist well-drained soil. If the roots get dry, the leaves will droop or in the hear of a hot day they will droop also. If the roots are in a wet condition with poor drainage, the plant will get a fungal disease that also makes the leaves droop, drop, and eventually kills the plant. Full sun is more of a problem in winter. They respond well to full sun in summer when they are forming next years flower buds.

Here is a link that might be useful: How to grow azaleas

THanks, rhodyman! Is fungal disease on an azalea easy to spot other than signs of leaf drop?

No. It actually attacks the roots in wet soil and kills the roots. That is the reason it looks the same as drought damage.