I think Azul is perfect because she can for example, in case Utena loses control, take all the damage until she comes back to her senses and manages to control her full power.
Story structure-wise, I do not think Baiser will ever lose control like that ever again in this story. Chapter 35 was her personal nadir, and while she is still reeling from it, things should start getting better for her from here on out. At least if the author remains as consistently good at plotting as they've been so far.
But that's only when they're transformed, right now they'll be just girls so she's gonna have to come up with the mother of all Pep talks to help her.
They have pretty good chemistry already, so I am confident in those two. :-)