I always have found stress to come from situations with high-variable, high-consequence outcomes. Examples include dangerous situations, performing arts, and one-way door decisions.
Reducing stress is then narrowing variability, reducing consequence severity, some combination of both, or taking temporary breaks from the situation.
What fascinates me then is that Bezos doesn’t think about stress in this way.
I think what he said still holds true in most of these scenarios. In pretty much all of these it is a fear of "what if". If a decision is made and you move forward, the "what if" goes away. You get an answer and can move on to what's next.
Steve Jobs talked about this years ago, in a slightly different context.
Amazon does talk a lot about two-way doors and the need for data-based justification for actions.
However, Bezos' advice typically doesn't apply to normal people. As an example, if a tech worker had been laid off in the past year, having an internal locus of control wouldn't have meaningfully changed much in a landscape where there's little hiring and lots of applicants.