Are controlled substances and illegal drugs the same thing?

No: A controlled substance is a chemical compound that is "controlled," per say, by the government. Access to these substances is limited, hence the use of prescriptions for potentially addictive pharmaceuticals. 
An illegal drug is a substance deemed harmful, both to the body of one using said substance and those in the society around it, and its use is, therefore, not allowed under the law. 

The correct name for n3-ion should be azide.