OP, I have Azurite Black on order for my M, and have seen it in person (TTBear's former e92 m3).
It is really a very dark blue rather than black. It's bluer than Jerez. Like you, I kinda wanted to avoid the purple-ish tone. Jerez is a very nice and special color in itself but I'd rather a pure black or a dark blue in that instance.
Unfortunately, I've never seen Midnight Blue in person. It would have also cost++ (for us Canadians compared to the Azurite), so another reason it wasn't worth pursuing for me further... But WallyE's car looks terrific.
2013 M3 coupe (Azurite Black, Black, Piano Black)
+ miata nut (2 miatas) + Mk6 GTI 5-door hatch (our mini-SUV