If the plant was healthy, the pruning should not hurt it at all except you probably lost all of next years flower buds. New growth will not come until next spring hopefully. New growth now will get frozen back. The next blooms will be in 2011. Assuming it is an evergreen azalea, the yellowing is probably normal since green growth which would be green was probably removed. The older leaves do turn yellow and fall off. You won' t know where you stand until next spring when the new growth comes out. Don't expect any flowers next year. If it looks healthy next spring, I would add some Hollytone at half the rate on the package and only once, not twice. Less is better.

The correct way to prune azaleas is to remove branches that are growing inward and one of the branches where branches are crossing. The idea is to open up the plant for good air flow. The best timing is in the spring after it blooms.

Good Luck!

Here is a link that might be useful: How to care for rhododendrons and azaleas.