Azyrheim reminds me more of a "Mos Eisley" type place.
i imagine the 16th century interpretation of heaven decayed by a disinterested Emperor where various cultures coexist out of necessity rather than unity as the best and brightest are drafted into an oppressive regime quality army hellbent on living out the glory days of lore.

Maybe it is similar to Heaven after Diablo III sacks it.

Either way, I can't imagine any non-Storm Cast enjoying their time in Azyrheim. A caste society does match the seermingly dire situation for mortals. Maybe because Storm Cast are drawn exclusively from humans, the dwarfs, elves and others are ranked in accordance to desired social traits to potential storm cast heroes.

An issue I have with Azyrheim is that outside of the will of Sigmar, it could never function as an independent city state. The have no viable economic potential, and their only export is Storm Cast. Even if they were a manufacturing center, they would have to import all the raw materials which most likely would need to come from colonies which are indebted to Azyrheim, or Azyrheim has some kind of crafting unobtainable elsewhere.

maybe in the absence of a mortal ruler (Emp. Karl Franz), the peoples of Azyrheim have fallen into narcotic production (
Sigmarite Dust is a hallucinogen?) and exchange it for the rare materials required to produce the city itself.

maybe Sigmar has a Slaan dream up memories of buildings and all the inhabitants of Azyrheim are just the same as

PS: I do like your story about Ghur. It is very idellic to the setting.