Also I wanted to add that in the episode “zuko alone” we see a knife that iroh gives to zuko, we later see him playing with the knife and azula mocks him by saying that he doesn’t even use it well. That night; the night of ursa’s disappearance, we see azula holding it in a very sneaky fashion before giving it to her brother. I think azula may know very well what happened to Ursa and may even be responsible. Another theory: the spirit world is all out of wack because there is nomore balance.