General Remarks
What does the Legion of Azgorh offer and what are its main weaknesses? They are Dwarfs with possessed war machines (they’re often called overpowered, and it’s true, but this is compensated by the rest of the army), typically fielded behind a small, elite army composed of Chaos Dwarfs. They’re supported by Fire Daemons that they’ve created, capable of wrecking entire armies, and their Sorcerers double as Engineers and can use magic while doing so.
On the downside, all the CD units are very expensive, including your equipment like Blunderbusses, save for the Hobgoblins (though it gets evened out with the war machines), few of the units have any real synergy with each other, with half the army list favouring a stationary, defensive battle plan and the other half needing to quickly get into combat to be most effective. Most of your synergy will be Ash Storm based, and if you go Hobgoblin-heavy you only have 3 options and they are cannon fodder at best.
The army has two viable yet very different play-styles. By virtue of access to many top tier war machines, engineers and wizards, Chaos Dwarfs can be played similarly to their western cousins, the Dwarfs, just with the added benefit of hurling magical death as well as rockets and molten lava. That’s just good customer service! Alternatively you can skimp on the artillery and go full frontal assault, a la Chaos Warriors lite, complete with lots of fast monsters and rock solid elite infantry. Mixing the two styles sees the army lose a lot of its effectiveness, particularly against canny opponents who will pull apart stranded combat units or unguarded war machines piecemeal.
All in all, the Legion of Azgorh ends as a middle-tier army that will catch an opponent caught off-guard, but only the first few times. What do you mean 24" reach flamethrowers?