A Continuation for Neither Here or There.
She eventually did escape. Eventually. After a decade, she felt a surge of emotion. Of anger, of indignity, of humiliation, and then, a need for vengeance. She embraced her life once more and swore to herself, she was going to kill him for doing this to her. When she broke out of her cell, she took down all the guards. She made sure that not one was spared. She needed to strike fear into their hearts once again.
She wasn't a lovesick fool, she was Azula. And she was to be feared.
Even if she was able to escape, and she was powerful, her situation was vastly different from before. She was on the run, and she was dishonoured, with no support. It didn't matter if her brother caught her again, or if she died. As long as he died with her.
She didn't find him in the Southern Water Tribe. No, he had married that Kyoshi Warrior, Suki, and spawned a few kids. The first night she was on Kyoshi Island was also her last. She killed him that night--in front of his wife. She left her alive, it wasn't her fault she fell in love with him. She didn't touch his children. It wasn't their fault their father was a liar and a heartbreaker.
But she burnt him to a crisp. If she can't have him, no one can.
She was selfish like that.