They will not exchange Azov guys, they are concerned with domestic propaganda, not propaganda aimed to Europeans/Americans. And this guys are symbol of supposed "denazification", basically in Russian eyes and propaganda they trying to sell, Azov is equivalent of SS, no chance they gonna give them away without show trial. Also probably a foreign fighters among captured Azov guys.
Now on other hand, beside Azov, there was also Marine brigade, police, territorial defense fighting in Mariupol, those guys could probably be exchanged.