Yes. Azor Ahai may be a "bad" guy.

I also think the word "hodor" is actually a bastardization of the word "other" or vice versa. I lean toward the latter. As in the great other who's name must not be spoken. The name is Hod'r in my opinion, the "opposite" of R'llor. The "Others" (or The "Hodors") are minions of that "god" and perhaps somehow the name got associated with them as in the are Hod'r's. They belong to him. Something traumatized Walder and that is why all he says is "Hodor." Say "hodor" with a Old English accent and drop the "H" as many dialects do...see if it doesn't sound something like "other." There are some parallels in this story to the Ragnarok. Is it only a coincedence that the Norse god of winter was "Hod" or "Hodr?" We'll know if we ever get a scene in which Hodor says "Hodor" in Melissandre's presence and she goes apesh#t, turns ghost white, and/or passes out!