Hope he enjoys Baku - it's a really interesting city for a couple of days.
My wife and I did the reverse of this connection a couple of years ago (GYD-LHR on AZAL and then DL the following AM to MSP). I think J2 only checked our bags to LHR but it didn't really bother us as we had an overnight in London, which we enjoyed.
AZAL flies a 787 on the route. From what I gather it is rarely full - my wife and I both had a row of 3 to ourselves (as did all other pax). Decent airline with good IFE for the flight.
The Baku airport is beautiful but not very close to the city. We got ripped off on a taxi but all the drivers were colluding against us.