One of my freakier, weirder headcanons re: Azula is that at some point in Smoke and Shadows Ursa tracks Azula down, and they have a heart to heart (precede by yelling on Azula’s part, followed by hugs).
But at some point Azula complains to her mother that everyone hurt her and Ursa never protects her and let everyone hurt her. Ursa promises that she will protect Azula and while Azula was wrong for hurting others they were wrong for hurting her. Ursa even makes Zuko apologize.
So when leaving, Azula turns to the rest of the Gaang and tells them “And if you hurt me my mother will punish you!”
Whereupon Aang tells her, as seriously as he possibly can “Even an Avatar knows better than to cross someone’s mother.”
Told you it was weird.