Kozan and Matsunami are some of the more winter hardy Japanese cultivar. The Robin Hill cultivar are very satsuki like and were hybridized in near Washington DC, so they will also be quite hardy.
The only thing with pruning is that if you prune off a lot too late in the season, there won't be enough time for the plant to regrow before winter. Also, when you plan to prune everything, it doesn't make sense to wait until all the new growth has sprouted and to then cut off everything and have the plant start over.
A good time to prune it back into shape is after flowering. There is still long enough left for new growth to grow and for it to set new flower buds. if you prune at other times you will prune off the flower buds.
For the most growth you want to have as much photosynthetic surface as possible. But also, you do want to remove branches that will challenge with the trunk. No point in having growth that won't contribute to the design. So yeah what you want to do pruning wise depends on what actually needs to grow.
There are generally 3 stages, growing a cutting tall and thin into a single whip. Fattening up the whip into a tapering trunk. And final stage growing branches and foliage pads.
Root rot is probably number 1 disease with azalea. You need well draining soil. Pests aren't a real problem in most parts of the world. There's weevil and a lacebug that can be a problem. But I don't have a problem with that so far. But I am in Europe. Did have some seedlings with unusual red mites.
Soil mix go for 1/1/1 pine bark/course peat/perlite. pH should be in the 4.5-6.0 range. 100% kanuma can also be used but is probably too expensive and maybe not worth the money. Imported azalea bonsai are always in kanuma. If what you get is in kanuma then use kanuma in your mix.
Azalea need little fertilizer. Often the pine bark decomposing will be enough to prevent chlorosis. I have heard people say they see results with fertilizing heavily. But azalea can be burned with liquid fertilizer. I know rhododendron & azalea nurseries use resin pellets that have membranes that slowly release fertilizer through osmosis. One brand is Osmocote. The membranes only become preamable if the mineral level in the soil becomes low enough.
In Japan they use bags with rape seed cakes. Another product is Naruko. For american products, some people recommend Miracid but I think that is a liquid product. Therefore it would be safer to use something like HollyTone.
Don't fertilize in late summer and autumn. It will delay the azalea from going into dormancy and that will be trouble with early frost.
BoneSci, You grow the cuttings into a single whip for the first few years. You want to prune before new buds become major branches. Repot every 2 to 3 years. When it becomes pot bound this will slow down growth. You want as many roots as possible. More roots means the plant can support more photosynthetic surface. And the more of that, the faster it can grow.
When it is tall enough, you wire it up. Japanese have a special way of doing this. Azalea are very brittle and need to be set in the new shape strongly or they will revert back. I haven't done this myself yet so not much to comment on.
Now you need to grow as many sacrificial branches as possible. The lower they are on the trunk, the better for the taper. They need to be removed before they get too big and start to compete with the trunk and/or cause too big scars. Depending on if you go for a meika design or a more proper meiboku design, this will take 5 to 20 years.
Important is probably not to start growing branches too early. This seems to lead to reverse taper or too big branches. Just grow the trunk, nothing else.
This site is in Japanese, but shows pictures:
http://nao-k.jp/satuki/sitate/sitate.htm
I am not too sure about root pruning and the nebari. I talked a bit with a few Japanese but there doesn't seem to be a special technique besides untangling the roots and keeping them kinda straight when repotting before the roots fatten up too much.