On my route I flew to Baku and made a day trip to Qobustan. A day in Baku was a bit short and I can recommend two days. Then we went by night train from Baku to Sheki. One day was enough to see Sheki and Kis. We spend a day to get from Sheki to Tbilisi, the capitcal of Georgia via the border crossing at Balkans.
As a German, a visa is required and we had to apply online.
Book the night train in advance (link on Rome2Rio), we were traveling with the wood class and it was fully booked.
There is still a conflict today between Armenia and Azerbaijan. If you were in certain areas of Armenia, you are not allowed to enter Azerbaijan. Therefore, it is recommended to travel first to Azerbaijan and then to Armenia.
The capital Baku is located on the Caspian Sea and has a modern downtown with unique architecture. Baku is known from Formula 1 and for its Flame Towers. Recommended is the fire temple and the burning mountain Yanar Dag.
North of Sheki lies the small village of Kis with its Caucasus Albanian churches.
Mud volcanoes at Qobustan
The mud volcanoes are a unique natural phenomenon. Natural gas escapes from the earth, which hits on mud and thus has a volcano effect.
Oil rigs in the Caspian Sea
Azerbaijan is prosperous due to its oil extracted from the soil and with oil platforms from the Caspian Sea.
From Baku, you can make a day trip to Qobustan. It is known for its ancient and well-preserved cave paintings.
Sheki is known for its caravansaries and summer palace of Shaki Khan. Sheki is connected by night train from Baku.