One thing I noticed straight away that I thought was worth mentioning is that a notification doesn't popup when visiting the regional Amazon websites like Amazon.co.uk/.de/.es/.it, despite it being possible to enable 2FA for these sites through Amazon.com.
Screenshot: https://vgy.me/UaHJm1.png
This is also mentioned on twofactorauth.org...
Enabling on Amazon.com activates 2FA on other regional Amazon sites, such as UK and DE.