Analysis of information sources in references of the Wikipedia article "Azazel (Marvel Comics)" in English language version.
Mystique reveals that she used Azazel's genetic code as the basis for her transformation, meaning that Nightcrawler does indeed share a genetic connection to Azazel even though the demon is not actually his father. This connection is no coincidence, as it's revealed that Destiny had a vision that Azazel would conquer the world if they didn't distract him by making him think he had a son, leading to the birth of Nightcrawler.
By the end of Dark X-Men Azazel has been murdered by a demonic version of his former "son" Nightcrawler, a fitting end for one of the vilest X-Men "heroes" to ever cross a comic panel.