As much as I love Azune and Thjazi's complicated relationship I do want to point out- Thjazi did not have enough information about the escape for him breaking or not breaking the glyph to have ever been a reflection about how he felt about sacrificing Azune.
No one in the rescue attempt (except maybe Thimble who was supposed to be able to sneak the glyph onto Thjazi) had any contact with Thjazi after his arrest. He didn't know what the plan was.
He didn't expect Azune to be the Marhsall assigned to him, and while he did say 'Anyone but you' and that could have been in regard to Azune sacrificing his life for him literally, it could also be referring to the fact that if Azune was going to be escaping with him it would be the end of his metaphorical life in Dol Makjar (Azune's second and possibly longest home).
It could have also been to help maintain cover since enough people knew Thjazi had brought Azune to the city that Filoneus was able to find it out.
Thaisha and Thimble, who were both involved in planning the escape certainly doesn't seem to have expected that Azune would possibly die as a result of neither having asked for, nor planned for himself, a way out.
There's very little reason for Thjazi, who was so tricky Kattigan checked his dead body with magic in case his death was a ruse, to assume Azune didn't have some escape plan.
There is a very sad element in that none of these people who did care about Azune asked or confirmed what the details of his escape would be in the the rush to free Thjazi, but that's different to the idea that any of them (including Thjazi) planned- or even accepted a need- to sacrifice him specifically in the attempt outside of the standard risks of that type of operation.
