If you’ve done your prep work you should bd good to go.
Otherwise It depends on the set up you have in the greenhouse to protect them. Looks like it’s going to get to 16F by you in a couple days. We are just breaking out of a cold spell here now. It was 14F here the other night.
Here’s some options. Guessing you’ve got the vents closed now.
Assuming the azalea are in the greenhouse free of insulation or heat mats, these could be added, in the first case pack around the pots, in the second case be sure there is a board under the heat mat hooked up to a thermostat capable of a setting 40F and below.
Some folks use a big styrofoam cooler or Rubbermaid box with holes drilled underneath, and pack insulation or mulch around the potsand cove up the plants during the coldest periods of time.
Bringing these inside is ok, yet not in a fully heated space. An unheated or partially heated garage is ok for the worst days.
@penumbra ‘s message about venting and moderating direct sun is something to remember for those sunny days.
Good luck
DSD sends