Azura Star is an indestructable soul stone that will help you make good magical items from nonmagical. I think there are 2 ways to get it (2 statues of Azura) but i remember only 1. There is a rock to the south west from Winterhold. You need to talk to Azuras priest near the statue of Azura to begin quest. You will get brocken Azora Star from mages and last quest is to purify it from mage. In addition you will be able to take Azuras priest as your companion. Thenk you.