Definitely lace bug damage. The safest treatment is probably one of the hoticultural soap products. Trouble is, though, you have to hit the lace bug nymphs directly because there's no residual action. This means timing is critical. Your extension service or state department of agricultural should be able to help with this. The already damaged leaves will remain this way, so spraying at the correct time next year before damage occurs is important.

The most natural treatment is to move them to a more shady area. Some azaleas are more naturally susceptible to lace bug and some are quite resistant. You need to grow the more resistant varieties in sunny locations and keep the susceptible varieties in more shady areas. This is because the natural predators of lace bugs do not like direct sun.

Second, don't fertilize if you have lace bug. The National Arboretum warns: "Excess nutrients may promote larger than normal populations of azalea pests like lace bugs and azalea whiteflies."

The following azalea cultivars have resistance to azalea lace bug: 'Boldface,' 'Cavalier,' 'Cooperman,' 'Dawn,' 'Delaware Valley White,' 'Dream,' 'Elsie Lee,' 'Ereka,' 'Flame Creeper,' 'Fourth of July,' 'Gumpo White,' 'HahnâÂÂs Red,' 'Hinocrimson,' 'Indica alba,' 'Koromo Skikibu,' 'Macrantha,' 'Marilee,' 'Mrs. G.G. Gerbing,' 'Pink Fancy,' 'Pink Star,' 'Red Wing,' 'Rosebud,' 'Salmon Beauty,' 'Salmon Pink,' 'Seigei,' 'Sunglow,' and many of the Encore Azaleas including 'Autumn Amethyst,' 'Autumn Cheer,' 'Autumn Rogue,' 'Autumn Royalty,' 'Autumn Sangria,' and 'Autumn Twist.'

Here is a link that might be useful: Azalea Lace Bugs, Stephanitis pyrioides