Camellias are very slow to root, and pretty hard to root. I've heard that it's much easier to graft them onto another camellia. Also, it's best to wait until summer if you are going to try and root them. Look it up online, they have some kind of "root prohibiter" in their stems which has to be soaked out by soaking the cuttings in water and .... something else but I can't remember what.
I don't know about azaleas or desert rose, but have learned you can root just about anything as long as you know what time of year to take cuttings.

Is Desert Rose a kind of rose? -- No...
You might want to read about the Desert Rose:
Desert Rose Info

Olya

Azaleas are quite easy to layer--nick a stem close to the bottom of the plant, then pin it to the soil. The stem will grow roots within a few months. When it has quite a few roots I cut the stem from the 'mother' plant, but I leave it until the following spring to build strength, then I can dig it up and have my new plant.