I assumed the word was derived from "azul" but from the article, it's apparently derived from the Arabic الزليج (al-zillīj) and has no relation with "azul"
And also from the Lebanese who immigrated to Brazil in the XX century.
At least we were taught in school that if a word starts with "al" then there is a big chance it has roots in Arabic.
OK, I'm going to go out on a tangent, and put this SE topic where they discuss why "James" is the English equivalent of "Santiago", because it didn't seem reasonable.
https://spanish.stackexchange.com/questions/4588/why-is-sant...
As a Spanish speaker it seems really hard to believe it's not azul + -ejo. They're literally blue.