@ceriano
I've had material like this. Best option is to eliminate, or rather prune off skinny slender branches from the base. Keep the larger diameter branches.
Most likely, the 3 to 5 larger diameter OUTSIDE branches of the clump will become your trunk and or multiple trunks. If one of the outside trunks is larger than the rest, that's the one.
But don't cut off smaller branches all at once. Get some cut paste, "Top Jin" is the best. It is an orange liquid, somewhat like carpenters glue. Comes in a tube with Japanese label. Other brands of cut paste will work, even glazier's putty from the hardware store, but Top Jin is the best.
Take off may a third of the branches, cut flush with the trunk. Seal each cut. Then let the azalea grow out a year. Then take off the next third. Seal cuts, let heal a year. Then you can finally get it down to just the keepers.
Slow route, but guaranteed to get you better results. And by reducing the number of branches in phases, you have opportunity to change your mind about which to keep.
Key is, the azalea can not heal hundreds of little branch removal wounds. But doing it in steps allows the trunk to reroute sap flow from the roots to the branches.
And each autumn, you remove at least half of the flower buds. Keep some, as that is the reward for watering the tree. So in spring you can enjoy flowers even if it is not quite bonsai yet.