I dont know how much true is the story which I am going to present. But this was told to me by a friend of mine who lives in Allahabad, the same city in which Chandrashekhar Azad commited suicide. The same place nowdays is called "shaheed park" and its located not far away from the residence of Pandit Nehru; " Anand Bhawan". The story was told to my friend by an old watchman of anand bhawan.
When the police was after Azad, he went to Nehru's house and asked for his help. But Nehru asked Azad to go out of his house as the former never wanted police to enter his house. He therefore, sent chandrashekar azad out of his house to the streets outside. It was that time when Azad went to the park and commited suicide (with the last bullet of his gun).
I dont know how much truth is there in the story and I do not guarantee about any facts but if it is to be believed, then its worth a tale.