Virtually ALL of my music is available through my Emby server, including all my songs that were purchased through Amazon Music. I also have hundreds of other music albums on my Emby server.
Amazon just announced that at the end of April, 2018, they will no long permit future uploads of personal songs (not purchased through Amazon Music). Therefore, none of my personal songs will be available through Alexa except those that I have already uploaded.
I've enabled the Alexa Emby skill and I've used it successfully to play songs through the default Emby player, which happens to be a Roku 3 connected to my TV speakers. The sound quality is not great for music listening, but that's the fault of the speakers – not the Emby server/player.
My Echo Dot is connected by bluetooth to a very high-quality stereo speaker system. Unfortunately, the Echo is not available as an Emby media player. It would be great if Emby could play my personal collection by sending it directly to the Echo Dot.
I'm guessing that there are technical issues that would make this difficult if not impossible, or it would have already been done.