I found sources saying it is Hindu meaning 'virgin', but i know also that it is used in Turkey as a firstname, thus i looked further and found the Persian firstname Azra, meaning 'adoring'.
About Azra being Croatian, well, this is difficult, because countries like Croatia, Bosnia and Serbia have mixed populations. There live quite some Bosnian Muslims in Croatia (relatively low compared to the Croatians). Azra is here the same as the Persian name Azra. I checked the surnames of some people that i found with the firstname Azra living in Croatia and those surnames where almost all of them of Bosnian origin, and Bosnia i Hercegovina has a lot of Muslim inhabitants.