Most cruise lines do allow you to bring on the local wines but as you say only 2 bottles. You would be best to check at Guest services on board just to check your cruise line adheres to this policy. The wine is normally for drinking in your stateroom/cabin and in some cases they will allow you to take the wine into the ship's diningroom but they will charge corkage if this is permissable, but this is a unlikely option for most crusies but if you don't ask ....
Azamara is part of Celebrity and their policy on alcohol is, as I explained before, you can bring alcoholic product onto the ship but it will be confiscated and handed back to you at the end of the voyage. The initial allowance of two bottles of wine is for when you first board. I would suggest that you check with their web-site because there is information there that you will find useful..... Nei.
You can bring 2-bottles on at the beginning of the cruise. That is it. You cannot bring on bottles at each port of call.