From Azune constantly worrying about and looking at Hal during the funeral, to being in Hal's house listening to Hal's music with his daughter making Azune remember himself, to "I want to go with them, I want to leave the city and then I see Hal..." if that man is not helplessly in love with Hal I don't know what's going on.
I know a lot of people are reading it as he was in love with Thjazi and wants to take care of his brother because of that love, but I think they're missing Mr. Rizz father of at least 3 children being one of the first civilians Azune met after the war. I can see Thjazi being like all this guy has known is war and suffering and I don't know how to show him what we were fighting for but my brother sure can. Then Azune meets this handsome kind man whose whole life is about showcasing the beauty and magic of the world and falls completely in love with him and has been quietly keeping that to himself ever since.
He loved Thjazi but he's in love with Hal and he failed both of them.