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Florence Fennel needs quality moist soil in a sunny location.
Plant as soon as danger of frost is passed but when the soil has began to warm.

Space about 12" apart and make sure they stay moist. If they dry out, they bolt.
As the bulb forms you need to pull the soil up around the bulb.
Add a balanced fertilizer every 2 weeks during the growing season.
Harvest when the bulbs are the size of tennis balls.

You are correct that Fennel does not have many friends in the garden.
I like to plant my in among my perennials. It seems quite happy there!
Keep Dill away as this can cross pollinate.

https://www.gardeningknowhow.com/edible/vegetables/fennel-vegetables/harvesting-fennel-bulbs.htm

https://www.gardeningknowhow.com/edible/vegetables/fennel-vegetables/growing-florence-fennel.htm

Bulb fennel will not tolerate dry conditions - dry soil will spur it flower prematurely at the expense of bulbing.

This extension article (under the section 'how to grow') will tell you exactly what to do to give your fennel the best shot at bulbing:
https://bit.ly/1J8iiUH

For more information on growing fennel in the garden, please visit the following link:
https://www.gardeningknowhow.com/edible/vegetables/fennel-vegetables/growing-florence-fennel.htm

Do a search for the nutritional qualities of Fennel for specific dietary concerns or even consult with a physician for any concerns.
Here is a link with some information.

https://www.gardeningknowhow.com/edible/herbs/fennel/growing-fennel.htm
Here is a link about companion planting of most common herbs.
Note at the bottom of the article that Fennel is an exception. It doesn't get along with others!

https://www.gardeningknowhow.com/edible/herbs/hgen/companion-planting-in-your-herb-garden.htm

I also might suggest contacting a local grocery store in you area about the nutritional qualities of Fennel that you are wanting more specifics about. I know that many of the local grocery stores in my area employ a qualified nutrition expert that is available for questions and consultations and provide specific calorie and nutrition information.

I myself plant Fennel in my flower garden and keep it out of my herb bed.

There are many natural ways to get rid of pests in the garden. I use neem oil for many things. Here is an article that will help:https://www.gardeningknowhow.com/edible/vegetables/lettuce/lettuce-pest-control.htm

This article may help with your azalea problem

http://www.gardeningknowhow.com/ornamental/shrubs/azalea/no-leaves-on-azalea.htm

The cultivated varieties have a more ornamental feel to them, and often have larger features compared to its wild counterpart. Where they are found in the wild will be mostly undisturbed soil, which will likely lose moisture much more slowly.

This will be the reason behind regular watering in a garden plot. Disturbed soils tend to lose water much faster, so regular watering will be necessary.

This is not to say, though, that it will not survive dry conditions, because they will do so on many occasions. I'd say you will be fine growing the fennel with very little care.