Arizona is the South? I don't think AZ has ever been labled as a Southern State like say TN or AL.
Arizona isn't "The South" as such. What it is, is the
Sunbelt. This is the band affluent suburbs stretching from North Carolina all the way to Orange County, California. Part of what made the Southern Strategy work is that the GOP could count on suburbanites as part of a coalition to hold these states (except for Mississippi and Alabama, where they rely on winning "Old South" whites by absurd margins).
As these suburbs become more diverse and more socially liberal, the GOP is going to have a harder time keeping them in their column. California was the first to slip away, followed by North Carolina in the 2000s. Next comes Arizona and Georgia, followed by the granddaddy: Texas. (MS and SC will also become swing states, but for different reasons.)
A "revised Southern Strategy" would involve ways to continue appealing to the Sunbelt. Neither TEA Party extremism nor Trumpism is the recipe for that.
