It annoys me to no end when people don't explain their abbreviations... "AZ" means Availability Zone, which is to say: Data Center. So cross-AZ means going to multiple data centers.
Or as AWS explains it [1]:
> An Availability Zone (AZ) is one or more discrete data centers with redundant power, networking, and connectivity in an AWS Region. AZ’s give customers the ability to operate production applications and databases that are more highly available, fault tolerant, and scalable than would be possible from a single data center.
[1]: https://aws.amazon.com/about-aws/global-infrastructure/regio...