Well, Azerbaijan is not in the Middle East...so I wouldn't start here! :-)

Its history is closely connected with that of Armenia and that of Iran. There was a heavy Armenian immigration to America (because most Armenians are Christian and that's the population that came to America first), so I am sure there is a wealth of resources out there on Armenian genealogy that can get you closer to unlocking the Azerbaijani sources. Also, study the history of the time. If I recall, England had a trade relationship with Azerbaijan. In the late 19th century, many Britons lived in Azerbaijan while running the oil trade.