Answer: If only a few leaves are turning white and then brown, it is probably Azalea Leaf Gall. Azalea leaf and flower gall infects leaves and flower buds forming swollen galls which may have a white dusting of spores in early infections, later turning brown and hard. Pruning to remove the affected leaves and flower buds is a good way to control this problem.
If all the leaves are turning white, it is most likely a fungal disease called powdery mildew. It's difficult to control this disease once is starts so pruning to remove the diseased leaves will help control the spread. Pruning will also help open the plant up to better air circulation. You can try using a fungicide to protect the unaffected plant parts.
Good luck with your azalea!
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