This depends on the size of the tree and the job intended. Small is often used for a new repotting job of a smaller azalea, with medium as a drainage layer.
However for neagari grow out medium is most often used. Use of medium can speed up root growth too. (Of course it’s a slightly drier medium.)
Once an azalea starts getting into about the #7 Tokaname size pot, phasing in medium kanuma is appropriate.
Also potting a tree into kanuma is not necessarily the best thing for the azaleas growth. Of one can keep in a peat/bark/pumice and/or perlite blend and style the tree in that media, the tree often develops faster. That said, down south the use of 30% yamagoke or sphagnum (soaked and chopped or blended) often can help for dry spells. However, in the more northern areas, the standard nursery grow mix as described above seems to sour growth.
Medium is over two times the size of small. Large, well it can be big and vary. See image.
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