Maybe you could purchase them with the DRM, and then download a non-DRM version from a shadow library?
I usually check to see if the publisher sells the e-book directly. If so, I will consider buying there. Usually amazon has a cheaper price, and I buy from them and strip the DRM.
If you download your book from Amazon to your disk e.g. in Calibre Amazon can't touch it.
I have many amazon books and I read then in pub based readers on my iPhone.
Even on the Kindle I think I am safe as I tend not to use the Amazon link but upload via Calibre so what is on the Kindle does not match what Amazon thinks I have on the Kindle.