An azx file extension is related to ZX Audio file format. An azx file stores audio.
AZX file extension - ZX Audio file format
What is azx file? How to open azx files?
File type specification:
The azx file extension is associated with the ZX Audio file format intended to be used to store audio information from sound devices of Sinclair ZX Spectrum computer emulators.
The azx file stores audio data.