Since my original post I’ve been working on getting this up and running. Mostly dissecting the bash script posted by @AlmostSerious.
I know that many have had issues getting the bash/shell script to work (myself included) so I went with the route of creating a node.js application using nightmare to ensure that logging in is seamless and doesn’t get you stuck against endless captchas.
I plan to make a dedicated post showing what I have, how to set it up (as an hassio plugin with auto discovery 
) so keep on the lookout.
Essentially my component code creates a media player device in HA for each device associated with your Alexa account (including whole home audio). Play/Pause/Next/Previous/Volume all work
Obligatory Screenshot:
