What you're describing is rather alarming. They should at least call, send a notification of sorts, before hitting the big red button. I don't use amazon pay, so I'm not familiar with it. Do you the the VPN had something to do with it?

I know PayPal has an automated system which is rather pedantic about IP addresses. I think that it's safer to setup a proxy and use it every time you log into a service like PayPal because from I realized by reading user experiences it's either their way or the highway, even when their autmated alarm systems are 100% wrong.