If you have not already set up music selections from Amazon Prime, sign in and go to the Amazon Prime Music. Build a library of your favorite artists from Prime selections, whether Prime "free" or purchased.
Then tell Alexa to play the name of any artist you've put in your library. She'll confirm when she tells you she's shuffling songs by that artist in your library. Volume control is numerical: "Alexa level 4" for example.
Have fun.