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In spite of my pretty liberal blocking policy, I keep seeing this idea that Azula was betrayed by everyone she cared about, and that's what lead to her breakdown by the time Sozin's Comet arrived. I finally figured I'd put my two cents out there, though I'm putting it below a readmore. I like discussion and character meta, but I don't really want to incite a bunch of internet fights about what is at the end of the day a fictional character from a fictional kid's cartoon.
Azula wasn't betrayed out of nowhere by people who had no reason to leave; she was a bully, and her primary victims one by one refused to stay and help her cause more harm to others.
Azula consistently uses fear to control other people, starting from her first scenes in the show. She is also shown to be prone to bouts of irrational anger and impulsiveness just as bad as Zuko at his worst; unlike Zuko, she is her father's favorite and a known firebending prodigy who has the social and firebending power to make her impulsive anger and irrational demands much more potentially dangerous to those under her command.
The first time we see her in S2, she has been tasked with bringing Iroh and Zuko back to the Fire Nation as prisoners, on charges of treason for what happened at the North Pole.
Azula tells the silent crew of her ship that she will not hesitate to "bring them down" if any of them hesitate to act against two former crown princes - one of whom is also a former General known for his own powerful firebending - who are now considered traitors to the Fire Nation. She demands that the captain of her ship ignore the tides - a literal natural phenomenon that he would have no way of controlling - in order to bring the ship into port a few hours faster. She threatens her captain with death if he doesn't obey her irrational order, a threat he seems to take seriously when he chooses to risk getting the whole ship destroyed by the tides rather than go against Azula's irrational order.
She waits in Iroh and Zuko's room to catch them off guard; she lies to Zuko, using his deepest insecurities and his longing to be accepted by their father against him, all the while planning to put him and Iroh in chains once they're on the ship. Then, when one of her crewmen reveals the con too soon, she mocks Zuko with those same insecurities, baits him into anger that makes him sloppy, and nearly shoots him with deadly lightning after knocking him to the ground.
In her next episode, she terrorizes Ty Lee - and the entire circus in which Ty Lee has found a home where she is happy, by extension - until Ty Lee agrees to join her in hunting down Zuko and Iroh. Mai agrees to join Azula right away, but she still chooses to humiliate Mai's father in front of his family, pretends she is going to trade Bumi for Mai's baby brother only to call off the trade at the last minute with no advance warning even to Mai, and launches herself at the Avatar also with no warning to any of her allies the instant she sees him.
At the end of the episode, she tells Mai and Ty Lee that they have a new addition to their mission: capturing the Avatar - implying that this wasn't a part of her original mission, but rather that she has given herself this mission (the one thing her brother still clings to as his only chance of pleasing their father and earning his way back home in their father's eyes).
If Zuko goes home because she captured the Avatar, then he will be in her debt. As we see later in S3, if Zuko goes home because she captured/killed Aang and then lied to their father about it, Zuko will be both in her debt and in a position of maintaining her lie - with Azula once again giving no advance warning of her plan to her supposed ally, and thus forcing him to just react in the moment with no chance to prepare - or risk his own safety too.
Azula gives herself the task of capturing or killing the Avatar, she seems to give herself the task of capturing Ba Sing Se, and when she returns home at the start of S3 she chooses to lie to her father in such a way that Zuko will be forced to lie to him, too - with no chance to prepare himself or plan what to say - in order to keep them both safe.
Azula is smart, strong, and manipulative, and she relies on fear to maintain power over the people around her.
She is also a fourteen-year-old kid who grew up with a father who consistently encouraged all her worst, most destructive impulses.
She grew up the princess of an imperialist world power, the descendant of the man who started a war against the rest of the world that was still going 100 years later, the daughter of a man who praised her for exerting power over others. She grew up with a father who told her that strength was good and compassion was a weakness, a father who made himself Fire Lord by using his wife to kill his father and then banishing her for the very act that brought him into power.
And so Azula cultivates the traits that earn her father's praise, uses fear and emotional manipulation to control even her friends and brother, and responds with fury and threats of violence when anyone from whom she expects obedience so much as questions even her most irrational orders in a tone that suggests they might not obey.
Then Zuko leaves, not giving any advance warning of his actions to the sister who has a history of lying to him, manipulating him for her own benefit, and throwing him under the bus whenever it might help keep her safe and maintain her power over him.
Then Mai turns against her when she is about to kill her own brother, Mai's ex boyfriend who wanted her to care about things and who left because he realized that he cares about the world more than he cares about making his abusive, genocidal father proud, and Ty Lee turns against her to stop her from killing Mai in retaliation.
Finally, her father - the father she had lied to under the confident assumption that Zuko would never have the guts to expose her lie - seems to turn against her too, refusing to take her with him to burn the Earth Kingdom to the ground.
And that is what leads to Azula's breakdown. She has always relied upon her martial power, her status as her father's favorite, and her ability to read people to manipulate and control them. Discovering that she might not always know what the people closest to her are thinking, that they are capable of keeping secrets of their own from her and that her martial strength and threats of violence might not be enough to keep them in line through fear anyway, that is what shatters her foundation and leads to the breakdown we see by the time Sozin's Comet arrives.
It's a tragedy because she is a child, a child who grew up in a home soaked in cruelty and who internalized all of her father's worst lessons; but it is a tragedy of Ozai and Azula's making. Zuko, Mai, and Ty Lee turned against her because she gave them no indication that she would be willing to prioritize anything, including their lives, over her goals and desires.
Azula learned how to treat everyone "beneath" her like tools that she had a right to use however she wished, including her brother and her supposed friends. The fact that they eventually stopped letting her use them to destructive ends does not make her breakdown their fault or their responsibility to fix.