There should be Book Air because I researched on the final chapters and Azula is supposed to be the Fire Lord so Katara and Zuko go to fight her while Aang 'disappears' for a while to defeat the Fire Lord (Ozai). In the battle, Azula attempts to strike Katara with lightning but Zuko pushes her out of the way then Katara defeats Azula and heals Zuko. I'm pretty sure the final scene is in Ba Sing Se