It looks like Bay Sucker infestation. The leaves usually curl up around the edge causing thickening and distortion. If it's not that bad, you can simply prune out the affected leaves. If there are huge amounts of leaves affected, leave until next year in early spring to prune out the branches.
When you have cut off the distorted leaves, give the tree a good squirt with the hose. You don't need to be gentle. This will get rid of the bugs on the rest of the leaves. Then all you need to do is keep an eye out for distorted leaves and nip them off.
Thank you Borderline & B3, I will get nipping!!! It might take a long time as there are lots and its a huge Bay, most seem to be on the south facing side. Thanks again
Mary370, it's hard to know what has happened to your Azaleas, and it might be best post a photo to be sure, but usually, it's the same method. Pinch them out and keep an eye on deformed leaves and buds, just cut out if you see them.
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Then all you need to do is keep an eye out for distorted leaves and nip them off.