Hi, welcome to GoY, this variety of Azalea is hardy down to minus 5f, so there's no need to cover them in winter, it could be the cause of it not producing buds, how often do you feed them, and with what, if it's a high nitrogen feed, you will get leaves at the expense of flowers, make sure it's a balanced feed, and don't overfeed, I have these and never feed them, and they flower every year without fail, Derek.

Have you looked closely to see if small buds formed but then failed to develop? If this happened you need to prune back all the twigs bearing affected buds .