This ought to work:

use open IO => ':raw';
use IO::File;

undef $/;
while (<>)
{
    my $num;
    ( IO::File->new( join( '.', $ARGV, ++$num ), 'w' )
        or die "Can't write - $!\n"
    )->print($1)
        while /(AZII\*.*?)(?=$|AZII\*)/msg
}
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