I suppose the flying altitude should be outside te air gun range, with descent right naivete landing spot.
If drones do get shot down, I'm sure Amazon will eventually deploy escort drones that sense where the shots come from. lol...
Drone is a smaller than amazon's but it's a good demonstration
I can see an arms race between Amazon and would-be air-pirates; I honestly don't know what the state of the art in radar technology is, but if it can be drone-mounted, then you'll need something seriously fast to hit an intelligently-dodging vehicle.
As for hitting an intelligently-dodging vehicle - ever tried to throw a stick at a pigeon? I obviously don't recommend doing that, though I have some personal experience from the time when I was 9 years old, and I can tell you that suckers are damn good at avoiding projectiles. I doubt drones will reach that level of performance within next year or three, so for now, if you have something you could hit a pigeon with, you'll definitely be able to take a drone down with it.