Sorry for the multiple posts, I've been posting as I try various options. Anyway it appears the problem is with the Echo Dot. Amazon Music plays without gaps on my phone, but if I cast the same playback to my Dot, back come the gaps. I really don't want to listen on my phone all the time, does anyone know what is happening?
It's because when you cast to an Echo Dot the phone doesn't stream to the Dot but the streaming transfers to the Dot. So as the Dot doesn't apparently support gapless playback, the gaps return. The phone just acts as a controller once you've cast to the Dot.