I'm an American living in Germany. We use ExpressVPN on our Shield for almost all our content. It works without a hitch except for the Amazon Music. The app consistently disappears and the only way to fix that is to search for it again and enable it again.
How do I prevent the app from becoming disabled?
Oh that's easy.. Just move back to the US.
Just kidding. As a Dutch guy living in the U.S I feel your pain. I've been using IPvanish for a while but Ithink it's probably related to the Amazon app and not your VPN (if I had to guess).
Maybe you could try a free VPN just to make sure it isn't related to the one you are using?
Good-luck.