Although Azra s.a.w. is known to have seen visions, very clear visions, so much so that the experience is described as if the thing has happened in actual life in the broad daylight. Yet we don’t know of any incident, any occasion where he was positively spoken to in words. Otherwise he would not have registered that surprise, which he registered at the time of the revelation when Allah, when the angel told him, Ikhraa bismi Rabbika l-Azhi khalaq.
You know the surprise that he registered and the reaction he received, if it was an experience which had happened before, which he had gone through before, he shouldn’t have been surprised at all. So from that I infer, and also from the lack of any report on this subject, that that was the first time that he was spoken to directly in words.