I actually had a look at my own cuttings, since from your pictures it didn't look like they would have many roots. Maybe I would have been wrong and mine also have tons of roots already. Turns out none of mine had tons of roots. Some had none, some a few. Even a few that had a cm of new growth. So again it seems to be a bit deceptive. And more reason to be on the conservative side.
Your trays with gravel, what exactly is their purpose? I assume they don't drain. So that means when it rains a lot, you have to go and take out all the pots, then drain the trays.
Yeah, roots can grow out of the pot. I use trays with drainage to make to easier to immediately move 10 or so pots in one go. And yes, plant material, soil and stuff sticks to the underside of the pots. Then the roots grow out of the pot into this material. Even if there is just a little. But at that point, why not just repot and move to a larger pot?
I really have no experience with fungus problems with azaleas, ever. I have had seedlings in stale water (because tray had no drainage) that started to smell quite bad (sulfur reducing anaerobic bacteria), and while those seedlings weren't looking too hot, they were not dying, and they did not suffer from Phytophthora root rot either. Maybe it depends on how present spores of this disease are in your local area.
Based on my experience, I don't have a reason to think that azalea in fresh kanuma substrate get root rot. So as long as there is no standing water in those trays, I also don't see their harm.
Since your satsuki type azaleas are outdoors right now, they have plenty of time to harden off. If they have tons of roots, they have a bit more time to grow, and then they can go dormant. I do not see a reason to do winter protection. The only thing to look out for is when they wake up next spring. If they wake up, push new growth, and then frost hits them, that new growth will be killed. The rest of the plant will be fine, but that would be sub-optimal. And plants in pots wake up earlier.
So in that case, maybe just moving them inside a garage during the night when spring frost hits would resolve it.
As for Belgian indica (they aren't actually Rhododendron simsii even though even the experts refer to them like that, recent genetic research has sown), they are going to be less winter hardy. As a garden plant, probably they will be hardy in your zone. But they are said to be kind of zone 10 plants. It takes a few years however to get a true zone 9 winter that makes your zone 9 a zone 9. And then if they are in pots, they would need zone 11. I had a Belgian indica die outside because of frost. But this winter, which was very mild, I had one outside but inside an unheated polytunnel. And it did fine. You aren't really asking about the Belgian indica, but I would say that for taking cuttings, the additional winter protection they likely require, and their large leaves and large flowers, they aren't really worth the effort. My Belgian indica is growing, but it looks nothing like how it looked when I bought it. It seems this type of plant can't really deal with the elements and look like a high quality plant. But, my sample size isn't that large there.
If you do want to keep your satsuki azalea inside your unheated garage, then yes that will work. Note that if it is dark, it needs to be cold enough. If it is dark and kinda warm, they metabolize and run out of energy because of the lack of light.
I am supposed to be in zone 7b, near the German border. It's often the coldest or hottest part of the country, in summer or winter. But I saw a recent map where this area was zone 8a. So it is on the edge, and climate change may have pushed the border inside Germany.
No, I didn't end up recording a video. Even if I had bought a good camera and recorded some footage, likely I would have waited for more time to progress to show like a year's worth of progress.
For fertilizer, refer to this previous post by DSD:
Hi all, I've got a few questions about cuttings from Satsuki Azaleas. This is my 2nd year of developing bonsai, and Satsuki's have definitely grown to be my favourite. I've took cuttings from every pruning I've done, and I've got a few questions about said cuttings. Below are a few photos of...
www.bonsainut.com
I grow only a few of my azaleas in kanuma. Most are partially in peat-based potting soil that contains fertilizer already. And that seems to be plenty for at least 1.5 year of growing.
Like I mentioned in the previous thread, I did try to fertilize my cuttings to see if that would improve their growth. And it turned out to outright kill several of them.
But peat is considered a soil-based medium. In a substrate-based medium you cannot really over-fertilize because you will also over-water and wash out the excess fertilizer, following Walter Pall's theory, which seems reasonable to me.