please try the following settings for the cookie in the adapter. It finally worked for me.
Alexa base url : pitangui.amazon.com
Custom User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/67.0.3396.87 Safari/537.36
Custom Accept-Language Header: en-US
Custom Cookie-Amazon-URL: amazon.com
i also updated to alexa2.0 v 1.0.0 over github
hope it works for you too.
JUHUUUUUUUUUUUUUUUU !!!!!!!!
Jetzt funktioniert 
es nachdem ich
Alexa base url : pitangui.amazon.com
eingetragen habe.
Hallo erstmal.
Auch ich versuche seit einiger Zeit die Anmelde-Probleme in den USA zu überwinden.
Nach einigen Hin und Her erreiche ich nun die USA Login Webseite und nach erfolgreichem Login, mittels proxy, erhalte ich im Browser die Meldung : Amazon Alexa Cookie successfully retrieved. You can close the browser.
Der Adapter startet neu und haengt wieder fest beim cookie.
Vielleicht übersehe ich ja irgendwas.
Alexa base url : https://alexa.amazon.com
Custom User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/67.0.3396.87 Safari/537.36
Custom Accept-Language Header: en-US
Custom Cookie-Amazon-URL: amazon.com
node.js v6.14.4
NPM: 3.10.10
alexa2.0 v1.0.0
logs:
2018-09-09 15:00:04.538 - debug: alexa2.0 Alexa-Cookie: Step 4: get CSRF
2018-09-09 15:00:04.538 - debug: alexa2.0 Alexa-Cookie: Sending Request with
2018-09-09 15:00:04.599 - error: alexa2.0 uncaught exception: Cannot read property 'headers' of null
2018-09-09 15:00:04.600 - error: alexa2.0 TypeError: Cannot read property 'headers' of null
at request (/opt/iobroker/node_modules/alexa-cookie2/alexa-cookie.js:158:50)
at ClientRequest. (/opt/iobroker/node_modules/alexa-cookie2/alexa-cookie.js:114:24)
at emitOne (events.js:96:13)
at ClientRequest.emit (events.js:188:7)
at TLSSocket.socketErrorListener (_http_client.js:314:9)
at emitOne (events.js:96:13)
at TLSSocket.emit (events.js:188:7)
at connectErrorNT (net.js:1034:8)
at _combinedTickCallback (internal/process/next_tick.js:80:11)
at process._tickCallback (internal/process/next_tick.js:104:9)
2018-09-09 15:00:04.601 - warn: alexa2.0 Exception: TypeError: Cannot read property 'headers' of null
2018-09-09 15:00:04.610 - error: Caught by controller[0]: TypeError: Cannot read property 'headers' of null
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at request (/opt/iobroker/node_modules/alexa-cookie2/alexa-cookie.js:158:50)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at ClientRequest. (/opt/iobroker/node_modules/alexa-cookie2/alexa-cookie.js:114:24)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at emitOne (events.js:96:13)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at ClientRequest.emit (events.js:188:7)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at TLSSocket.socketErrorListener (_http_client.js:314:9)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at emitOne (events.js:96:13)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at TLSSocket.emit (events.js:188:7)
2018-09-09 15:00:04.610 - error: Caught by controller[0]: at connectErrorNT (net.js:1034:8)
2018-09-09 15:00:04.611 - error: Caught by controller[0]: at _combinedTickCallback (internal/process/next_tick.js:80:11)
2018-09-09 15:00:04.611 - error: Caught by controller[0]: at process._tickCallback (internal/process/next_tick.js:104:9)
2018-09-09 15:00:04.611 - error: host.debianiobroker instance system.adapter.alexa2.0 terminated with code 0 (OK)
2018-09-09 15:00:04.611 - info: host.debianiobroker Restart adapter system.adapter.alexa2.0 because enabled
2018-09-09 15:00:34.618 - info: host.debianiobroker instance system.adapter.alexa2.0 started with pid 23389
2018-09-09 15:00:34.957 - debug: alexa2.0 objectDB connected
2018-09-09 15:00:34.980 - debug: alexa2.0 statesDB connected
2018-09-09 15:00:35.098 - info: alexa2.0 starting. Version 1.0.0 in /opt/iobroker/node_modules/iobroker.alexa2, node: v6.14.4
2018-09-09 15:00:35.116 - debug: alexa2.0 Alexa-Remote: Use as User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/67.0.3396.87 Safari/537.36
2018-09-09 15:00:35.116 - debug: alexa2.0 Alexa-Remote: Use as Login-Amazon-URL: amazon.com
2018-09-09 15:00:35.117 - debug: alexa2.0 Alexa-Remote: Use as Base-URL: https://alexa.amazon.com
2018-09-09 15:00:35.117 - debug: alexa2.0 Alexa-Remote: No cookie given, generate one
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Use as Login-Amazon-URL: amazon.com
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Use as Alexa-Service-Host: https://alexa.amazon.com
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Use as User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/67.0.3396.87 Safari/537.36
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Use as Accept-Language: en-US
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Proxy-Mode enabled if needed: 192.168.1.7:0 to listen on 0.0.0.0
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Step 1: get first cookie and authentication redirect
2018-09-09 15:00:35.404 - debug: alexa2.0 Alexa-Cookie: Sending Request with
2018-09-09 15:00:35.577 - debug: alexa2.0 Alexa-Cookie: Sending Request with
2018-09-09 15:00:39.598 - debug: alexa2.0 Alexa-Cookie: Response (200)
2018-09-09 15:00:39.906 - debug: alexa2.0 Alexa-Cookie: Step 2: login empty to generate session
2018-09-09 15:00:39.907 - debug: alexa2.0 Alexa-Cookie: Sending Request with
2018-09-09 15:00:40.054 - debug: alexa2.0 Alexa-Cookie: Response (200)
2018-09-09 15:00:40.330 - debug: alexa2.0 Alexa-Cookie: Step 3: login with filled form, referer contains session id
2018-09-09 15:00:40.331 - debug: alexa2.0 Alexa-Cookie: Sending Request with
2018-09-09 15:00:40.634 - debug: alexa2.0 Alexa-Cookie: Response (200)
2018-09-09 15:00:40.663 - debug: alexa2.0 Alexa-Cookie: Proxy-Server listening on port 41701
2018-09-09 15:00:40.663 - debug: alexa2.0 Alexa-Remote: Error from retrieving cookies
2018-09-09 15:00:40.664 - error: alexa2.0 Error: Amazon-Login-Error: Important Message!: To better protect your account, please re-enter your password and then enter the characters as they are shown in the image below.
2018-09-09 15:00:40.664 - error: alexa2.0 Error: You can try to get the cookie manually by opening http://192.168.1.7:41701/ with your browser.
