Your seedlings will have a lot better chance of survival if you keep them protected and watered indoors for a month or so while they are still tiny. They're not exposed to all the whims of the weather like drying winds, heavy rain, too hot days, too cold nights etc. not to mention birds, animals, and other things that can kill a tiny seedling. Put them out in the shade when they're big enough to hold their own in the wild.
There's a reason why you don't see many, if any . . seedlings under your azalea bushes. Some things germinate a high enough percentage of their viable seeds so that they survive, and are known to "self sow". Azaleas? Nuh uh!
