You can link Amazon URL's normally like so...
After saving the changes, a white picture with a broken symbol in the middle appears. It happens for a split second (Thus why I cannot screen cap it) then the thread appears as if it was just created with no content on it yet. Blank.
Hit Edit, and the amazon link has changed it self to this...
This is why the error picture pops up most likely... Amazon links are not media.
Now when you link an Ebay URL, it does the same thing here. But instead of appearing broken and then blank soon after, an actual media GIF sort of thing pops up, like so...
I am assuming that Amazon does not have a media format like Ebay does, so that is why you cannot link Amazon URL's.