Question: does azor ahai have to be targaryen?
Answer: Nope. Azor Ahai prophecy never stated that he/she has to be a Valyrian let alone a Targaryen. It is something a certain dead Targaryen might have conflated with his own lineage( we don't know yet) but those who believe in Azor Ahai or heard of him never think that that reborn person has to be a Targaryen.