I have just seen the show and I am confused. Who freed Azazal from his chains? At first I thought it was Lucifer but he was trapped in his little church high up on the hills and couldnt get out. Lucifer says in the show that he is unable to leave that place so he made it hell.
Therefore someone else must have let Azazal out. But by the looks of the show, Lucifer had no more followers??
It was Lucifer, the room where Azazal is chained up is somewhere in the Church.
At least that was my impression. It is not too clear, but the surroundings of the chained-up Azazel look very much like the rooms inside the hill before the inside of the monetary.
All other things point to that, too: hell is a made-up place, it can look everything Lucifer wants it to be and Azazel was clearly in Hell.
Just noticed, as a sidenote, that Azazel is not in the cast list or did I miss him having a human name (under which he could be listed without me finding him)?
Edit:
Found it, there are two listings for Fallen, one for the (Pilot) "Movie" and one for the series.
Hal Ozsan plays Azazel (4 episodes, 2007)
Only both do not show the songs.
One is by Sia, the other is by a band Sia was in (Song is available on iTunes), but the third one is not mentioned, there may be one or two more, but I missed them then. And they are not in the credits of the Blu-ray.