Azure Blue first appeared as an evil miser in The Golden Helmet in Donald Duck Four Color #408. In that story, he was revealed to be a descendant of Olaf the Blue (Vikings discovered America according to that story) and he wanted to find a Golden Helmet so he can be king of North America and make everyone on the continent his slaves, but Donald Duck and his nephews Huey, Dewey and Louie wouldn't let that happen. Azure was assisted by Lawyer Sharky.
Later on he was used by Don Rosa as he made a cameo appearance in Return to Plain Awful when he sees off the disguised Scrooge McDuck and Donald Duck and his three nephews at the Duckburg Airport in Donald Duck Adventures (Gladstone Series) #12 (This story was reprinted in Uncle Scrooge number 362, February 2007), Nobody's Business (Printed in Uncle Scrooge #220, 300 and The Don Rosa Library of Don Rosa in Color and in The Lost Charts of Columbus in Donald Duck Adventures #44. In that story, Donald and the nephews had to find a more valuable treasure than the Golden Helmet.
Azure's kinship to Olaf is questionable, since his lawyer, instead of showing evidence of it, asked for evidence in contrary from whoever doubted Azure to be descendant of Olaf. When Donald and the nephews found what Blue and Sharky believed to be evidence that a Phoenician prince named Hanno and his kin are the real owners of North America, Azure renamed himself Azure Hanno Blue. It can make people think Blue to be a surname Azure gave himself in order to claim to descend from Olaf in the very first place.
Azure only had two active roles in The Golden Helmet and The Lost Charts of Columbus and made a few cameo appearances in Nobody's Business and Return to Plain Awful.