Answer: Azaleas do best in morning-only sun or bright dappled light all day. Sometimes as nearby trees grow larger over the time the azaleas become too shaded and eventually grow thin and leggy as a result. In too much shade they will bloom less, too. Based on your description it seems like they may be too shaded to stay with a dense growth pattern, you will have to judge whether they bloom enough, or not.
You could try to prune to encourage them to become more dense. The time to do this would be right after they bloom. Prune selectively, removing the longer leggier portions. As they regrow, pinch the new growth tips once to encourage branching. With more branches, they should bloom better in addition to looking denser.
Pruning azaleas back very hard is not usually recommended. Azaleas bloom on old wood that grew the previous year, so do not prune after early summer or you will be removing flowering wood for the next spring.
Also, take care not to overfertilize. In less light, they need less fertilizer. Too much fertilizer would encourage that thin, leggy growth. Use a slow release product such as Hollytone according to the label directions.
Another option might be to thin the trees to allow more light to reach the ground. If you do this, please hire a professionally trained and certified arborist with experience working on ornamental trees.
If the results do not improve over the next year or two, you might consider using another shrub. Sarcococca might be something to consider, for example.
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