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 us 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 never collect or share personal data with our skills.
To improve our services we analyze automatically how often utterances are spoken and other analytics. This is done automatically by Amazon in the Amazon Developer Portal.
For some of our skills it is necessary to save data for you in our databases. This data is only connected to your Alexa-UserId but never to your name or any other personal information.