Hmm is it? Do keep in mind that it's a transformation (like red tides) and not a spirit (like wandering wight). So you should go to a shrine -> self advance -> set spells -> go to the fourth icon (which should be the transformation spell)... and there you should have your Azure Dust spell.
I did this but can’t activate the azure dust, it said I got it but won’t show up in my spells
Hmm is it? Do keep in mind that it's a transformation (like red tides) and not a spirit (like wandering wight). So you should go to a shrine -> self advance -> set spells -> go to the fourth icon (which should be the transformation spell)... and there you should have your Azure Dust spell.