Regarding Amazon, "Alexa" means their Alexa Voice Service which includes third party services (like our skills) and other related Software.
When you use our skills, you have to talk to Alexa. This voice input is sent to Amazon and returned to us as an approximated string defined as an intent, where we use it to understand what our skill should do for you. This is absolutely necessary for our service to give you an appropriate answer.
We do not collect or share personally identifiable data within our skills.
To improve our services, we automatically analyse how often utterances are spoken and other events through users. This is done automatically by Amazon in the Amazon Developer Console. For some of our skills, it is necessary to save data for you into our databases. This data is only connected to your Alexa in the form of an obfuscated user ID, but never to your name or any other personal information with exception to Time Zone.