There's an setting in Amazon Music app "Add playlists from device" which lets you select from playlists in your iTunes library. I enabled this once and music from my iPhone added to the Amazon Music. However now I turned it off but the device music still in the Amazon Music app, how can I remove these songs without going to each one individually and remove it?
Unfortunately after contacting Amazon, it looks like the only way is to remove the Amazon music app and reinstall it again and download the songs that were downloaded before!
Answer valid as of 10-12-17:
Go to "My Music" and in the upper right hand corner of the screen, you will see the thre lttle dots that mean more optons. Choose the Offline Music Mode; the screen should now show a blue bar across the top that says (sirprise) Offline Music Mode. Now find the downloaded song you ant to remove from your device, choose the 3 dots "more” option and there should now ge a selection for Remove From Device. Choose that option and the ubiquitous confirmation box will appear. Unless you’Ve changed your mind, confirm the delete and the song will disappear from the screen. The song is still in your library, but won’t show up again until yo exit Offline Music Mode.