The privacy of a deposit is only as good as the coin that funded it. Coin bought from an identity-checked exchange and sent straight to the market ties your name to the deposit, so break that trail before the coin reaches Awazon.
If you hold Bitcoin, swap it to Monero inside a wallet like Cake, which breaks the direct exchange-to-market link. Or buy coin peer-to-peer from another person with a random identity rather than a verified account. Either way, route through a fresh wallet you control.
The goal is that no single record links your real identity to the market deposit address.