So I got two Glow Dust from Will-O-The-Wisps and put them both on the ground near Azura's Shrine, waited until dawn and activated it, but it said it refused my offering? Does anyone know about this?

You don't put them on the ground near Azura's Shrine, you keep them in your inventory and they're automatically offered to Azura at dusk or dawn.

Also, Azura's Shrine is not necessarily linked to the main quest, as you can use any of the 15 Daedric artifact rewards to progress the main quest, not just Azura's.

Ah, thank you. I've done it multiple times, but I always seem to forget.

Thats include all other daedic shrine quests as well. You don't drop it you keep it, activate the shrine and they take it from you.

You don't put them on the ground, You have to have them in your inventory while you activate it.

These guys are all liars. You have to throw them into the sea as an offering.