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It sounds like spittle bugs to me. Here is more information: https://www.gardeningknowhow.com/plant-problems/pests/insects/spittlebug-control.htm

It is likely lichen, which likes to grow on unhealthy plants but does not kill plants. This article will help determine if this is the issue: https://www.gardeningknowhow.com/ornamental/fungus-lichen/treatment-tree-lichen.htm

First question -- are your azaleas still alive? If the branches bend without breaking, or if there is green underneath when you scrape away some bark, the bush is still alive. If it's alive, it should regrow.
Next question -- if they're dead, what to replace them with? Even if they're not dead, you might still want to replace them, or take steps to discourage deer. This article has some suggestions: https://www.gardeningknowhow.com/plant-problems/pests/deer/deer-repellents.htm

It's possible that you didn't water enough; watering twice a week doesn't mean anything if the water is not getting deeply enough into the root ball and soil. Another possibility is that you planted the new azaleas too deeply. The top of the root ball should be on a level with, or slightly above, the surrounding soil. Here's an article with a general outline of how to keep azaleas: https://www.gardeningknowhow.com/ornamental/shrubs/azalea/azaleas-noteworthy-shrubs-for-any-garden.htm

The first question is how old is the plant? If it's newly planted, these symptoms could be caused by too little water, or too much water/insufficient drainage; too much or too little light; or placing the root ball too deep in the ground. Here's an article with general tips on transplanting: https://www.gardeningknowhow.com/plant-problems/environmental/learn-how-to-avoid-and-repair-transplant-shock-in-plants.htm
If you've had the plant a few years, you could be looking at any number of problems. You'll need to consider light and water (plants that turn brown all of a sudden often have insufficient water) and look for bugs and disease. Here are a couple of articles that will help you analyze your problem: https://www.gardeningknowhow.com/ornamental/shrubs/azalea/azaleas-noteworthy-shrubs-for-any-garden.htm
https://www.gardeningknowhow.com/ornamental/shrubs/azalea/common-azalea-problems.htm

These article discuss the when and what of fertilizing camellias and azaleas: https://www.gardeningknowhow.com/ornamental/flowers/camellia/camellia-fertilizer-info.htm
https://www.gardeningknowhow.com/ornamental/shrubs/azalea/azaleas-noteworthy-shrubs-for-any-garden.htm