"More interesting would have been Amazon saying there was simply nothing to produce. Telling that they are using legal weasel words instead"
That doesn't really raise any red flags for me. I'd probably be more concerned if they did simply say there's nothing to provide - that would mean they at least got as far as looking. In a company the size of Amazon, there should be no reason for the legal guys to have access to Alexa data, and whether or not the data exists shouldn't have any bearing on their response. So at this time, it looks to me like they're doing the right thing.
The fun part will be if they get dragged through the courts, ordered to release the data anyway, and *then* turn round and say "Sorry...nothing there"