I have had good luck with this, it kills most everything:
http://www.homedepot.com/b/N-5yc1v/Ntk-Extended/Ntt-bayer+insecticide?browsestoreoption=2
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You can get it at Home Depot, Lowes, and some Walmart stores.
First, prepare the solution as per the instructions in a tub and immerse the pot up to the trunk in it. Let it sit for five minutes and then take it out and let it drain. Then mix some more up and spray the tree. Wait a week and spray again. You should be pest free after that.
The insects shown it the first picture look like termites to me, same a others have noted. I have seen the other insects that you have shown on the buds and branches on some of the azaleas that I have. The recommended product by Bayer worked wonders on them.
Hope it Helps,
John