Okay, so I’ve tried this twice now: I bred a Marill and an Azumarill together to get an Azurill egg because I’m trying to complete the Pokédex. However, both of the eggs I got hatched into MARILLS. I’m SO confused. Why is this happening?
In order to hatch an Azurill from an egg produced by an Azumarill or Marill, you must have the parent that is in their evolutionary line hold a Sea Incense. If Marill or Azumarill is not holding a Sea Incense, the eggs they produce will only hatch into Marills.
Source
Have either Marill or Azumarill hold the Sea Incense when breeding to acquire an Azurill egg. Here are the locations of the Sea Incense.