@rawlyn - The azaleas in the landscape near your home do indicate you should not have trouble with salt spray affecting your bonsai. The fact you can water with clear water right after a "storm event" where they might have gotten sea spray is also helpful. I would not worry about it, because if they thrive in the landscape they should be fine in pots in your backyard.
@Harunobu - the climate
@Kanorin deals with is much more extreme than EU conditions. From June thru to September, routinely, meaning 4 days a week temperatures will be above 32 C, (90 F) with sometimes 4 or 5 day long episodes of 38 C (100 F) or higher daytime highs. This is much warmer than "continental Europe". The high humidity and regular rainfall make it much wetter than any Mediterranean climate. Then the Saint Louis winters are cold compared to most EU climates, with temperatures regularly dipping below -12 C with the occasional drop to - 20 C (-5 F).
@Kanorin - glad you are going to get back on the horse and try again. Do keep in mind that if you try peat as a potting medium, that Harunobu's warning is spot on that peat based mixes require yearly repotting. Or at least every other year. Key with a peat based mix. When the peat dries out it shrinks and compacts. When you re-wet the peat, it doesn't wet easily, requires a good soaking. The compaction that happened as it dries out does not reverse itself when re-wet. It stays compacted. In fact, each time you dry out a peat based mix it will compact even further. Each time you re-wet the peat mix, there is minimal expansion. If you dry your mix out half a dozen times over the summer, you can end up with a very tight block of peat mix, with no air voids, the compaction blocks air penetration to the roots, and then when the wetter winter weather comes, the wet mix will bring on anoxic root rots.
The key to using peat based potting mixes is to NEVER let them get bone dry. Always try to keep them at least lightly damp. You want to avoid the shrinking and compacting that happens when a peat mix dries out. If you are diligent keeping a peat based mix wet, you can go 2 or 3 years between repotting. But if you are like me, and a little haphazard in your care, you will have to repot every year to get the compacted peat off the roots.
While straight Kanuma is considered an inorganic mix, azaleas do quite well in it. If you have access to kanuma, for example if you can get a hold of David Kreutz, or the St. Louis bonsai society, (they meet at MBG). I would only add pumice or perlite to Kanuma, at 50:50, or just use the Kanuma as 100% for your mix. You do not need an organic component. Kanuma does hold enough water that you don't need an "organic" to hold water.
For other mixes, the organics are used partly because they hold a lot of water. Also, bark in particular, as it decomposes tends to create a mildly acidic media in the ideal range for azalea.
The reason I am so familiar with St. Louis weather is I have family there, who I visit 6 times or more a year. My folks are in a "facility", in Ballwin, as is a sister, a few nieces and nephews and they all have a bunch of kids I am quite close to, and somewhat fond of. So I visit the area often. I refuse to live there, it is too hot in summer for me. LOL.