I'm certain that Ursa killed Azulon to protect Zuko, because:

Ursa said before with the turtle duck thing: "That's how mothers are, if you mess with their babies...their gonna bite you back." That couldn't have been a coincidence if for no other reason, the writers wouldn't have even bothered to use that line if it didn't have meaning, they'd probably take that whole pond memory out of the story too if it wasn't for that line and the turtle ducks.

Someone killed Azulon, he didn't just die, so it was either Ursa or Azula. I don't think it was Ozai because even he doesn't seem sick enough to kill his own father. Okay, he did burn Zuko's face, but maybe losing both his father and his wife pushed him over the edge and made him completely cold where there was little warmth to begin with. That dude who did the service for Azulon said it was his dying wish that Ozai became Fire Lord, but since there was no fire lord there to say otherwise, Ozai could have just as easily lied. They'd listen to him, he was prince of the Fire Nation. Azula's a basket case who thought that Azulon would be replaced anyway, and the fact that she was carrying around Zuko's knife is a little morbid. Most likely it was Ursa who was suspiciously in a hurry to leave that night she said good bye to Zuko. Plus, maybe she put a little too much faith in her husband, thinking that Zuko would be safer if he was ruling and she was the one who said that Ozai should be firelord.

Ursa told Zuko: "Everything I've done, I've done to protect you." To me it's like she's saying, not for him to think ill of her because of the horrible thing she has done.

The creators said that Zuko would be looking for her. I hope we found out more about what happened soon.

This is what I beleive that Ursa is still alive

1. That she killed Azulon because when Azula told her what he said to Ozia she got mad so that night she went in his room, and some how she killed him. Then with out thinking she desited that she should leave worried that some how they might find out she did it. But before she left she had to say good bye to Zuko, just she had to make it quck before someone saw Azulon's dead body, and her leaving they might make a conection that she did it. She said to Zuko: Everything I've done, I've done to protect you. Remember this Zuko. No matter how things may seem to change, never forget who you are. She said that so he will not think different about her if he found out she killed Azulon. Ursa was waring a something that has a hood on it so people will not know it was her, so can exscape with ou anyone seeing her. That is something I will wair if I was trying to run away.

2. When Zuko was sick on the epi "The Earth King" he saw his mother and she said Zuko help me. That could mean that she is alive because why would the creaters make that scene if she was not even alive. There has to be some conection to that, and to his mom's dissaperence.

I just hope they put her in book 3 and for her to tell everyone were she was at. Maybe she will meet up with Aang and the gang but they will not know how she is. Then they will come up aganst Zuko, and she will show up, and say something like Zuko please don't fight the Avatar, and it will be this big touching reunion for Zuko and his mom even maybe for Azula also. If not that then I just hope Zuko tries to go and find her sometime in book 3. I just can't wait to find out.

Someone killed Azulon because he doesn't just die the same Ursa was supposed to die. Azula could have done it because she was always talking about he was going to die soon and that Ozai would make a better firelord. Even at the funeral Azula didn't even care that her grandfather died.