Honestly any option would probably have been insightful. Those two are too close to Azula (and survived being her friend, which given that it's not just her but her
father to be concerned about is a show of insight) to not be able to dig deeper because they actually pay attention to her.
And... Both options in contention actually do go after Azula's idolization of her father if in different ways. And both don't hit everything.
You have almost nothing and almost no-one to rely on. You may have been too hasty in considering your friends irredeemably treacherous, but your mother still left and your brother still couldn't be bothered to stay. And beyond them all, only your father remains, and you can't stop yourself from realising that does not mean what you once thought it did.
Azula thinks that Ozai is all she has left.
He loves her.
"I am not weird about my Father," you interrupt, eyes stiff with warning. "I love and respect him as both my parent and the Fire Lord. And he loves me. Zuko's problem is that he never figured out how to earn it. I did. "
What Azula doesn't say is that she thinks Ozai is the only one that does. Which yes is incredibly stupid but the girl has been isolated from healthy relationships. There is a reason she's failed to realized twice in a row that her uncle and brother were fighting to
save her from the throne. Who despite disliking the burdens of the throne - realize that the throne drowned Azula and she doesn't have a chance of they thrust the responsibility on her. (It's one of the reasons Zuko is pointed out as looking 3 years older for once, he's acting as the protective older brother)
Hitting at the the Ozai is a terrible person who doesn't actually love Azula leaves the problem of her not actually understanding that Mai, Ty Lee and her Grandaunts who are actually Grandmas do. Nor the empty gulf of who she is besides the throne and a warrior.
14 year old child soldier raised by Ozai as nothing more than a child soldier and his reflection. Also apparently single-handedly been running a lot of the Fire Nation due to institutional rot from Fire Nation imperialism in general that probably got hyper charged when Ozai took over. Take that away and what is left? Azula doesn't know.
[ ] You. Princess Azula the Blue. Heir apparent to the Dragon Throne. Conqueror of Ba Sing Se. Half Roku—half Sozin. Where you are, so is the Fire Nation in all its rapacious glory. Yours is the blood and bone of empire. All the things you should have ever wanted to be. But sometimes you think of fire dancing under the Moon; of three girls and the horizon and a flight across half the world. Is that wrong? Are you wrong to dream—to think, so briefly, of being something more?
Mai and Ty Lee are not loyal to the Fire Nation primarily. Mai outright admits that she thinks it'd be better that neither Zuko or Azula took on the burden of the throne. And Ty Lee is Ty Lee.
Azula doesn't know herself outside of war, Ozai and the throne. They however were tangentially aware enough of her outside those roles to get her to dance in the festival.
"Why are we here, Mai?" you ask, voice quiet enough that it would be easy enough for her to pretend she hadn't heard at all.
"Because Ty Lee asked," she replies, punctuating the words with a bite of her roasted turtle-duck skewer.
"It must have been six or seven years since the last time," you say. "I don't know what possessed her to try asking again."
"It isn't so bad," Mai says, just as quiet. "Maybe it'd be a good thing if it isn't six or seven years until the next."
Before Ursa who liked the Fire Dancers left.
This option does not attack Ozai straight on - but it does build on who Azula is without the crown.
With either option - both Mai and Ty Lee are aware of Ozai's impact on Azula, they are aware of how Zuko lost his eye but it does come across as them putting the pieces together during the three day cycle.
"What, like it's worse than yours?" Mai rolls her eyes with such overwhelming drama it almost overshadows the disrespect of her retort. "Whatever. Ty Lee's right. You're going to be the Fire Lord. I don't know why you're being so silly about it now. There's only one person who can question you and you've been handling him your whole life. You can do it here too. So just do what you want."
The girls know that Ozai is dangerous - but they think that Azula is good at handling him - as opposed to the reality that she's twisted so much of her being to just exist in his approval.
"Now that's boring," Ty Lee says, bouncing up out of her seat to lean over your desk, elbows crinkling the layer of parchment that covers it. "They should have. That general with the stupid sideburns like he's shoved clams on his face always looks at me funny. Hearing you kicked his ass would have made my aura all sparkly."
"I would not dare waste Father's time."
Ty Lee looks over at Mai—who is looking over at Ty Lee—and then retreats from your desk to plop back down in her seat. Mai sits up straighter, no longer the very picture of a bored noblewoman in a dark sleeping gown and darker circles under her eyes.
"Okay, Azula," Mai says, gaze passing over the torches that frame either side of your luxurious, silk-and-velvet armchair before settling back on you. "We get the message. What's the plan for tomorrow?"
To their credit they put it together upon the first brush when Azula isn't acting like she has Ozai in hand. They never really go "Ozai wouldn't do that" - which probably means what happens is that if Azula starts indicating that Ozai is dangerous... that is the default assumption. With the only change being that Azula is no longer able to balance on the tightrope.
Well I don't think anyone is expecting a miracle, but since the quest highlights the interpretation of him paying more attention to Zuko, and since Mai and Ty Lee clearly can enjoy spending time with her, it wouldn't be out of the reason for him to have spent some time with her as well as Zuko when he was still at the palace, done his best to impress on Azula that he didn't think she was irredeemable/that the offer to visit was open when he left (even if he didn't think she was likely to change her ways and she'd be unlikely to visit unless she wanted to for other reasons, Azula is smart and has a good memory and would have remembered that, given she remembered he didn't) and if he'd written some letters to Azula I think she'd have read them.
I actually think this ignores Ozai. Ty Lee ran away to go to the circus but Mai's father is not exactly someone to be accused of competency. In this story it probably is not an accident that when Azula was getting to the age that say sending the heir presumptive to stay a summer or other season with a trusted friend to see life outside of the Imperial Palace Mai's father and her family ended up in the colonies.