"They went to buy Halloween costumes. They had a great day," said the victim's sister, Isabel de la Garza.
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Azul was shot seven times, according to their grandmother.
"It is a nightmare," their grandmother, Clara de la Garza, said in Spanish. "Who is going to fill this hole? It's unbelievable how this city is being consumed by violence."
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Relatives said officers were alerted by a nearby ShotSpotter and arrived on the scene just moments after Azul's father ran out of the house when he heard the gunshots himself.
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"It's hard to put into words the loss that we're feeling, for someone to take away my 18-year-old warrior princess," said the victim's father, Jose de la Garza.
The 18-year-old is just one of at least five people killed in Chicago so far this weekend.
They were one of four siblings and had just graduated from Solorio Academy, where they participated in the high school's wrestling team. They were also an artist who loved to paint and was planning to take a year off to work, even after being admitted to the School of the Art Institute of Chicago.
Police are still looking for the person or persons responsible for Azul de la Garza's death. Anyone with information that might lead to an arrest should call detectives at Area One.