I think I read somewhere that Azul was Azula's name back when she was a boy (during pre-production and not during her actual background, though that would be interesting). Maybe Azul is short for Azulon?

Valley Under Heaven is better, but it still doesn't give an accurate expectation of the story. Maybe I should think less philosophy and more concrete plot developments, like you suggest.

Maybe I'm having difficulties with the title precisely because the story doesn't change the plot significantly. It's mostly an exploration into how the dynamics of some of the scenes change when the genders are flipped around. Maybe something to do with surprises and expectations. IDK. *headdesks*