Nope, sorry. You only get one shot at catching the legendaries, which it why it's highly recommended you save beforehand.
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In Pokémon Diamond and Pearl, you only have one chance to capture Uxie. If Uxie faints or if you run away, then you will not get another chance to capture it. The answer is no.
yes uxie comes back to life after a while.
mewtwo,mew,zcrom,lugia,uxie,azelf
No.
No, Azelf will never come back. If you haven't saved yet though, you can turn off and on and Azelf will be there. What!? what about Uxie? i accidently defeated them, as well as Dialga!