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Azazel isn't deadWe have three missing deities, who were all evil - at least, they were by the time they vanished. The Nameless just 'forgot herself' and there's a great big hole where we're told Azazel was thrown. Mah-Nethi, on the other hand, is just...gone. Now, s/he could have just vanished, but all we know about Mah-Nethi's actions suggests an incredibly ambitious and arrogant demon deity, whose works still exert an active force on the Nexus. Such a being would be unlikely to just up and vanish. Azazel, meanwhile, is the power of Deception. It is entirely possible that whoever threw him through Stygia was deceived one last time, and instead threw a different evil Power...
EVERYONE is a Time Lord