Tl;DR- It's a budget hack 'n slash lesbian big anime tiddies romance with symphonic power metal at night kind of game. If that sounds appealing to you, you'll probably like it. If it doesn't, don't bother.
The concept is strong enough. You play as a buxom anime half-demon female knight (Arnice) fated to one day guide her absolutely pneumatic lover/ward saint friend (Lilysse) to a mysterious altar in order to stop the Night Lord from making the night eternal. There's a shadowy organization running everything behind the scenes, but the final outcome rests in Arnice's hands. Stuck in a hub world hotel with a magic elevator, a butler, a thief, and a research scientist, Arnice has to repeatedly go out to various locales in the area at night and hack and slash her way through the demons there, collecting their demonic blue blood, money, and items – unlocking new weapons, abilities, and levels in the process.
The big element that separates this game from similar JARPG budget hack 'n slashes is the fiend allies you can bring into battle. You can summon up to four at a time, and they'll fight and heal and support Arnice as you play. You can also manually order them to use their special move if they have enough special points. They have their own personalities and you can often talk to them in the hotel in-between-battle stages. And as the game continues, you can summon new, more powerful, fiends – if you don't mind having to level them up from level one.
Since the demons Arnice slays only come out at night, all the levels you visit are always at night. (Eat your heart out FF7R.) It's a nice theme to carry through the game, but visually it can be a little muddled, with some areas not standing out. And if you try to do any of the sidequests, you're going to have to deal with interpreting the awful naming schemes to figure out where you're supposed to go, as many of these names barely suit the area you're looking for. You also have to factor in the completely unnecessary 15 minute time limit per outing while doing these sidequests.
And there are plenty of sidequests, if you're into that. The various characters in the hotel always seem to have some crap they need you to run around and look for, and you also have the option to complete randomly generated side quests for more blue blood or money as you're out and about town. You also unlock day sidequests which are performed offscreen after a night out, which will give Arnice various points in attributes she can spend on skills and abilities.
Combat is the heart of any hack 'n slash, and the combat in this game is pretty good for the most part. It's simple, but very responsive. You can switch between four unlockable weapons, each of which has its own light, heavy, and super attacks. Add to that the summonable fiend allies which you can pick yourself and choose when to use their special moves and it's a more than serviceable combat system.
The big issue then, is the enemies. The basic enemies you'll spend most nights grinding through are so easy and basic that they rarely present a challenge, a matter compounded by the fact you can have four summonable allies out at all times. This mind-numbing lack of challenge contrasts with the boss fights, which require positioning and paying attention to tells, and are fun and challenging. A few of the bosses will probably require a few attempts, and the final boss is on another level of difficulty altogether.
Meanwhile, the story has its own weakness: aside from the basic premise, very little of import actually happens. On the way to this sinister altar experience hanging over the whole game is a bunch of fluff that occasionally deepens the characters or the world, but for the most part is just there to pad the game out. A lot of the same story beats happen over and over, with slightly different coats of paint. And keep in mind, this is already a short game with very few characters.
The characters are fine, though, if you don't mind your anime tropes and Japanese-only voices. Stealing the show is the VA for the research scientist, Yoshitsugu Matsuoka, who delivers an incredible over-the-top performance.
As far as the yuri content goes, despite the ridiculous outfits, it's mostly limited to intense handholding on a bed with several bibles' worth of space between the characters. There's a lot of will-they-won't-they going on, and who-is-protecting-who throughout. Lilysse's maid outfit and Arnice's leveling outfit are the raciest things you're going to see in this relatively chaste, but dramatic, love story.
Likely the strongest element of the storytelling is the mystery woven throughout. Just who is this butler and why does he run a hotel? Why is there a mysterious black cat talking to my fiend friends? Who is this “guide” who keeps pushing around Arnice behind the scenes? What is the nature of sealing the Nightlord? Who is the Nightlord? What's the shadowy organization Curia really up to? Which of the two men who suddenly appeared is the Curia agent, and which is the fake? Can the lovers survive their date with the altar? Sadly, these mysteries are more compelling than the basic gameplay or the filler story elements. But this is a small budget yuri JARPG from Gust, so it's not exactly shocking.
Another strong element is the soundtrack. The melodic symphonic power metal accentuated with its occasional no-lyrics belted chanting that plays during the stages is very catchy, and well suited for the night time demon extermination theme. There are also some jazzy tunes for the hotel, and when you hear the yuri piano play it's your cue that plot is happening. The soundtrack punches above its budget weight for sure.
Overall, it's probably a 2.5 out of 5. When it comes to low budget JARPG hack 'n slashes, you could do better. Drakengard 3 is the kind of wild ride that makes its painfully average gameplay well worth engaging with. Ys 8 has incredible gameplay, difficulty options, exploration, music, and storytelling, even if it looks like an early PS3 title. What does Nights of Azure have? A little mystery, a little yuri, a nice soundtrack, and a few good ideas. I guess if you include the handful of challenging bosses and the excellent final bossfight, it rounds up to a 3. If you're looking for a 3D JARPG and you've played most of the bigger ones or you want to try something different, give it a shot. Just be aware the PC version is supposed to be a mess, so get it on PS4 if you can.