Azyr

Azyr was originally the wind of magic related to all things celestial, being it stars, lightning bolts and similar phenomena, as in the Age of Sigmar, it has become the real of this God and the main stronghold of civilization and order in the Warhammer multiverse, needless to say, it's the main source of resistance against the forces of Chaos.

During Warhammer Fantasy Battle

Back in the good old days of yore and the Winds of Magic, Azyr was the blue wind related with the heavens, the source of its lore and the capability to bring understanding and compression where there shouldn't be none. Azyr was also associated, paradoxically (or perhaps not) with dreams, divination, theory and the desire to reach something, we may dare to even say hope, but without the chaotic implications. Back during the earlier days of the Empire, our mollusk friend managed to trap Sigmar there, this may actually has not go as well as expected, as Azyr became linked to Sigmar's essence, turning him in one of the Incarnates, AKA The Warhammer Avengers.

In the Age of Sigmar

While Sigmar was incapable to save the-world-that-was, he and the wind of Azyr, along with the core of Warhammer's world managed to survive despite getting sucked into a Chaos Vortex, being everyone's and Games Workshop favourite God-Emperor-king, he came back, and after making pals with Dracothion, an star-drake which has the power to restart realities (read: set a new stage despite everything getting bombed by the the above mentioned Chaos Vortex), he set to rebuild all he has lost, using as base of operations the core of the-world-that-was, thus the realm of Azyr was born.