Have a look at the MSDS of the hazardous materials, which you are planning to store together. At least in Germany, these materials are assigned to storage classes (in German: Lagerklasse (LGK)).
The German regulations are to be found in the document TRGS 510, TRGS stands for Technische Regeln für Gefahrstoffe (Technical Regulations for Hazardous Materials). Document 510 of this series specifies Lagerung von Gefahrstoffen in ortsbeweglichen Behältern (Storage of hazardous materials in non-stationary containers). Within TRGS 510, you'll find a "compatibility table" that specifies, which storage classes may (not) be stored together.
Sodium azide belongs to the LGK 6.1 A (flammable , acute toxic hazardous materials of category 1 and 2).
Materials from LGK 6.1 A may be stored together with other materials of the same LGK, but not, for example, with explosives (LGK 1), strong oxidants (*LGK 5.1 A), organic peroxides (*LGK 5.2), pyrophororic materials (*LGK 4.2), etc.