Azula definitely shows the least overt sexuality of the cast. Whereas basically everyone says or does something to show some level of heterosexual attraction.
The closest we get from Azula is the beach episode and it mostly comes off as her being competitive with Ty Lee, which frankly has its own subtext.
That said, I'd be shocked if a single AtLA character was intended to be gay. Nick in the early 2000s just wasn't there yet. Even with LoK the kinda stumbled into Korra/Asami by accident and it wasn't the initial intention.
1 line break(s), 160 characters allowed