There has to be a reason for the color of the demons eyes. Like in the army. Yellow in Azazals case is probably because he had no competition and was ruler without any doubt. White has to be like a General someone who rules an area of Hell. Red would be like a captain keeping the black eyed demons in check and report to the white eyed Demons.
I have to assume Lilith's eyes are not yellow yet because either she doesn't have the power that Azazal had or she still has competition ie Sam. Maybe Sam after Killing Lillth using his demon abilities would end up with Yellow eyes and vice versa with Lilith if she kills sam. Absorbing the powers that each hold.
Perhaps thats why the Angels are worried about the road Sam was on because you could end up with a Demon/Human with Azazals powers walking the earth and he would be one hard target to take down. Only God or the Devil having enough power to take him out if he went bad, but on the flip side if sam Did end up all powerful yellow eyed and good he would be an amazing ally to the Angels.Thats why I believe the Angels are unsure of the Road sam is taking and want him to stop. Anyway there are too many variables at this point to guess Sam's future in the show.