Prime Video is available in most of the world, and that is exactly why its catalogue is so uneven. Amazon licenses films and series country by country, so the same subscription shows one library in the United States, a much smaller one in many countries, and different originals and sport in each: football rights in Germany and the UK, cricket in India, baseball in Japan. A title that is included with Prime in one country is for rent in another and absent in a third.
Two things decide what you see: the country of your connection and the country of your Amazon account. A VPN changes the first. Connect to a US server and the US catalogue loads; the account country still gates some things, especially channels and rentals, which follow the account's billing country.
Amazon detects VPNs less aggressively than Netflix but does block addresses it recognises, with a message that the video is not available due to geographical licensing restrictions or a plain error that playback is not possible from your location. A different server in the same country usually resolves it.
GhostShield covers the catalogues people ask about: the US across four cities, the UK, Japan, Germany and India.