In the newest snapshot, 20w51a, if axolotls are surrounded with lava with blocks at the corners like so:

o     Z     Z     o

Z                    Z

Z                    Z

o     Z    Z      o

o = block

Z= lava

Axolotls will head towards the blocks, regardless of the lava. They will burn and die trying to get onto the block, heading through the lava. I'm not sure if this is a bug but I was just inquisitive. Here are some screenshots.