There is no ethical consumption under capitalism.

Being able to choose not to order from Amazon is a massive privilege that most in the middle class do not have if they want to maintain something akin to a normal life. It takes a considerable expenditure of time, effort, and money, and will have effectively zero impact on Amazon.

Even fairly widespread organized temporary boycotts have not made more than a blip for them, because they're just too goddamn big. The only remedies that will work against Amazon are government-level, not individuals either on their own or in organized groups smaller than at least a state government.