Recurring prestigious visitors do not show up in the keep. The time until departure countdown is there, but they never actually appear.

Azzuro also does not sell any items via the usual interface in addition to not being present.

I did not solve Azzuro's or any of the other visitors quests with gold, which is what used to trigger this bug.

Same here u.u

I don't remember how I solved Azzurro's quest, but I cannot find him in Caed Nua. 

Azzuro never showed up.

After the initial quest where you meet Azzuro in the keep, and solve a small quest involving securing his trade routes, there seem to be two subsequent types of Azzuro visits.

 

a) He may show up with something to offer you for sale.  You can handle this via the stronghold interface.  Within a day he leaves if you do not respond.  If you purchase, he leaves immediately.

 

b) You may get an announcement of Azzuro as a "prestigious visitor", who will stay for ~8+ days.  He does not appear as an interacting character in the Hall, nor anywhere else in the compound.  It appears that this version of visit is just intended to give a Prestige boost for the term of the visit, similar to the negative Prestige effect of a "bad" visitor, although if there is a boost it does not get shown in the Stronghold interface, the action log, or anywhere else I have been able to identify.