IMHO, azaleas are much more cold hardy and can survive lows below 0F, but to do so they must have been conditioned by exposure to deepening cold like characteristic of 'normal' fall weather; a bit below freezing then warmed up and to colder temperatures a couple of wees later. Zone 8a is okay for just about every variety.
So, were you to buy one now from someone in a warm zone that doesn't freeze you might have to condition your azalea before putting it outside to stay. Of course, it might get exposed to freezing cold in the plane/truck ride to you. Most etail nurseries I know will delay shipping until it can safely occur.
But, days and nights above freezing are EZPZ. Zone 8 is EZPZ.