I don’t know if someone already knew, but I didn’t. I ordered a couple of shoes, and when I received the shipping information email, I read the courier name was Amazon shipping. Don’t know if it depends on the country too, I’m from Italy. Anyway, really unfortunate.
In Zalando you have the option to filter articles that are shipped by Zalando, and AFAIK those are never sent through Amazon. Be aware that it will exclude articles that are sold on Zalando by smaller stores that handle their own shipping.