User blog comment:B214/Talk About What You Want! 2/@comment-16281343-20141005195634/@comment-73.178.133.185-20141016191502

They're both possible translations of the same kanji term, so it is indeed only Azazel. I do hope that if not in the "main" series, then at least in slashdog Shemhazai will make an actual appearance.

As for the different Sacred Gear types, If you use the link found on this post and look at the second blog post (it should have a 2 in the title, you'll find a list of all weapons and equipment, including a Sacred Gear list separated by type. (Put it in Google Translate). Regulus Nemea is NOT an independent avatar type, it is unique case of the Nemean Lion sealed within having enough willpower to manifest an avatar in order to take revenge for its killed master (its continued existence in such a state is due to it being reincarnated by the Evil Piece system and the influnce of Sairaorg's Vapula bloodline "Lion-ruler" abilities).