Don't know if this will help you much, but it's all I can validate at this time.
I have Amazon Prime Music as well as thousands of my own tracks on my hard drive and thousands of tracks uploaded to Amazon Music. The Echo looks at all of the repositories.
I said, "Alexa... play Fly by Night." The Echo responded, "Playing Fly by Night by Rush from Stephen's Music library." (Obviously, I had that track in my library).
I do not have the Moving Pictures album by Rush in my personal library, however, so when I said, "Alexa, play Moving Pictures.", the Echo replied, "Shuffling Moving Pictures by Rush from Amazon Prime Music."