No, they really aren't. It's not the way they do things, and it's to their advantage to spread their flying out over a number of carriers and let them fight it out to be the cheapest one doing the most flying. If they start running their own airline, suddenly there's a group of pilots who thinks they're the next UPS or FedEx and it's nothing but headaches for Amazon after that. The callsign thing means nothing. It is entirely possible to fly under a callsign different than your own when you're flying somebody else's stuff.