Question

Can I find Azelf again if he has already been KO'ed and disappeared?

Answer 1

You have to restart you game again since they fainted. Since this is Diamond if you make a intractable Pokemon faint and you didnt save before fighting them you will have to restart the game to get them to come back. Save before you fight them for in-case if they faint by accident.

Source: Experience

Answer 2

No you cannot rebattle azelf in diamond. Once it is KO'd it is gone forever and unobtainable unless if you trade or erase and restart the game.
Source: http://www.serebii.net/diamondpearl/legendaries.shtml