Azre's immediately going to be impressed, a bit disdainful, and though he'll die before admitting it actually jealous. He'll be a bit reproachful from the way she dresses, being so focused on looks himself - but her physicality might make up for it, and he'll be left wondering how strong she is. He'd also be a little jealous from her height, since he's always wanted to be taller and wears platform boots to keep up the allusion.
Erza's more knowledgeable of other kingdoms/cultures, so she'll probably admire her for the practical gear and want to get out of heels already. She'd also be curious as to what her tattoos and the like mean - if she hadn't followed her brother to Shade, she'd definitely have been a reporter of sorts. She'll also probably note she's actually quite pretty, in a wild and rough way.
When it comes to the twins, I actually at least have the routes I want them to take in terms of character development planned out. Azre's top priority needs to stop being having everyone like him, and furthermore to stop taking his sister's presence for granted. He's so focused on image that it obscures everything else, so if he doesn't change eventually he'll run himself into the ground with his own anxieties. Alongside that is the fact he seriously doesn't appreciate everything Erza does for him, and frankly is somewhat dependent on her emotional support and validation, so he needs to stop being such a burden on her without returning any of the work. In the same vein is that Erza needs to learn to be independant herself, and to stop following her brother's decisions - he's the entire reason she's enrolled alongside him in Shade. She has her interests in criminal justice, journalism, etc, so I'm hoping her time at Shade (and maybe acting as team leader if it comes to that) will make her realize she can't spend all her time catering to her brother's needs, and actually should become her own person. This is all just what I want to accomplish emotionally for the two, so I'm fairly flexible with how it all happens.
TL;DR: Azre needs to stop being a whiny bitch, Erza needs to stop mothering him and demand appreciation, and their relationship needs to get healthier.