I thought the movie was great. I was thinking that there was a reason why he couldn't enter Denzel unless he was already in the floating ghost phase but I don't remember the explanation.
Also, I'm guessing it was Denzel's voice because he was the last human form that he took. He obviously wasn't going to talk in cat to us.
azazel was too weak to enter denzel's body through touch. i guess there was somethign about denzel that prevented him from doing so. but if you watch the movie again it will say that azazel will die if he doesn't possess another being within a certain time (a breath's length, i believe it was). and when he's desperate, that's when he's the strongest. no man could resist him then.