From my experience Amazon encrypts any page that contains confidential information and any page that is used to input confidential information from the user such as credit card information.
The answer to your question as to whether HTTPS protects information from being intercepted by third parties including proxy servers is YES it does.
HTTPS and SSL does this by using public key encryption in various ways to validate the identity of the web server that your are communicating with and to also negotiate a session encryption key that is only know to the sender and receiver.
Here's a link to a YouTube video that does a fairly good job of explaining how both identity validation and session encryption are performed by SSL.
One exception to proxy servers being able to decrypt SSL traffic is a reverse proxy used by a content delivery network such as Akamai. CDNs such as Akamai are trusted partners for the customers they provide service to and are given SSL certificates with private keys signed by trusted Certificate Authorities that enable them to act as the web sites for which they are providing caching and acceleration services to.