Your answer makes it easy to answer your question:

You obviously had symptomatic hypertension even before you took any medication.  You may have some reaction to some medication, such as amlodipine part of Azor.  It is a calcium channel blocker causing vasodilation, which could cause headache while more common side effect is leg/ankle swelling.  HCTZ and lisinopril should not often cause that kind of side effect.  Sometimes at the very first month patient will have some mild side effect but most will go away.  Your blood pressure will need at least 2 medications.

 

Of course if you still have terrible side effect after 1 month or so, you may have to switch medication again.

 

All these suggestion is based on you have primary hypertension, not secondary.