Azim gave the East India Company permission to build Fort William in Calcutta (presently Kolkata) in 1696.

[4] Azim got into conflict with Murshid Quli Khan, the newly appointed Diwan of Bengal, over imperial financial control.

[5] Prince Azim-Ush-Shan married a Hindu princess named Yasha Kanwarji daughter of ruler Kirat Singh, the first Raja of Kaman.

[2][6][7] His second wife Aisha Begum was the daughter of Ruhullah Khan Yazdi the Mir Bakhshi of the imperial Mughal army.

She died at Daulatabad in Deccan on 15 July 1709 and was subsequently buried there near the tomb of Sufi saint Burhanuddin Gharib.

[2] His third wife was Gati Ara Begum the daughter of his uncle Prince Muhammad Azam Shah.

[2] His fourth wife was Sahiba Niswan, a Kashmiri lady and the sister of Khwaja Inayatullah entitled Shaista Khan.