Yes, lime in the soil can kill azaleas. They first become chlorotic which is a condition where the leaves turn yellow except for green veins. Powdered sulfur and iron sulfate are used to counteract the lime.

If the leaves look OK, the plants should be OK. If the leaves become chlorotic, then treat the problem.

also, it could depend on the existing soil conditions. if you soils are naturally acidic, it will take some time for the effect of the lime to manifest itself as chlorotic foliage. on the other hand, if the soil is alkaline, that location will only make matters worse but, as rhodyman writes, you can use amendments to counteract that.
on a side note, my 'elsie lee' azaleas are columnar in form. i.e. taller than wide. they are not the type to spread much from the base so as to cover your sidewalk.

Oh I'm so glad that I can counteract the lime if I need to. The Elsie Lees are perfect for that spot as far as appearance goes. I had heard that these azaleas are more columnar and I hoped that they would not spill over the sidewalk too much.
I have to fight with clay here in central Ohio. We have used peat and topsoil on top. I wonder if clay is generally acidic or alkaline?
I've never tested the soil. I'm sure I can get soil test kits at Lowe's or Home Depot. Do you have any suggestions?

i recommend contacting your local county extension office for the soil tests. they don't charge much($8.00 here) and will give you the box for the sample. they will then send it off to be analyzed. you can take several small samples(from around your yard if you are curious about different areas) and put them into zip-lock baggies and there is no extra charge as long as these fit into their box. code your baggies so you know where the samples were taken from if you opt for more than one area.