It's...kind of obvious we haven't met the Azem yet since they already established back in Shadowbringers that they and Venat were associates, but distinct people. I honestly kind of doubt we ever will given how vague they've been about them in every bit of mention that's been made so far, and even though Myths of the Realm seems very likely to be set in the past and will probably cover the Azeyma/Azim relation I still doubt they'll be making any in-person appearances.

The main thing that's weirding me out is how they seemed to know we were going to run into Themis/Elidibus to help them out and it makes me question just how much of a long game they might've had in mind, not just Venat.