Perhaps if Amazon.com Inc. own 100% of the shares as a financial holding but not as a corporate subsidiary, no voting rights, no board seat, no influence whatsoever etc. then there is a chance US requests would have to go via EU courts ...
Similarly to how it would work if a shareholder had a conflict of interest - the directors are required to govern in the companies best interest not the (conflicted) shareholders interests.
Disclaimer: Not a lawyer or PR person.