In a word, yes, you can use azelaic acid and AHA together. If you use these acids correctly there is no concerns with side effects. One important factor to remember however is keeping the pH levels of the skin balanced as this is often the cause for many skin reactions, irritations, and side effects. When applying azelaic acid and other AHA together, such as glycolic acid or salicylic acid, it is advisable to wait 10 minutes in between applications as this will allow enough time for the pH levels in the skin to resettle.
If you find you ever have any worries with using potent ingredients together, I strongly suggest seeking the help from a dermatologist or trained professional who will advise you on the best formulations and products for you and your skin needs.
Apply each ingredient separately on different days. This way you will reap the rewards and sidestep any unwanted side effects.