To be honest I don't agree with any answer here, so I decided I will add the new one.
ABOUT FERMOR HILLS RAID:
This raid is unannounced, takes place once per month. Probably The only raid where you can loot all parts of Amazon Set. To be honest on the internet we can find only screenshots with Amazon Shield and Amazon Helmet , so I'm not sure about Amazon Armor , however I think it is possible to loot it there.
ABOUT CARLIN (FIELDS OF GLORY) RAID:
This raid is quite common, announced and I have never even heard the gossips that it is possible to loot any part of Amazon Set there (here in Trulululu Gumdrops answer I can see it for the first time). I have also never seen the proof.
PS. On this raid there are no Orc Warlords xD
ABOUT THAIS RAID:
We also got a huge raid near Thais Gates once per month, but as far as I know it is still not proven that we can drop Amazon Set there. It is announced:
0.00: Orc activity near Thais reported! Beware!
00.04 [-]
00.07: Thais is under attack!
00.09: [last wave with Orc Warlords]
I remember when SeikatsuTV wanted to cheat on TibiaBosses' The Great Boss Hunt contest and sent us Amazon Armor from Orc Warlord from Thais raid - CM said this ss is a 100% FAKE. Why? They have statistics how many each of items drops per day/server? Or maybe it is simply impossible to loot it there?
ABOUT THAIS (LIGHTHOUSE) RAID:
Of course, I heard gossips like "oh, this raid is also unannounced so maybe it is possible to loot Amazon Set there!"... and it's all! No proofs, no screenshots, nor even stories about people who said "yea, I was the one who looted it near Thais Lighthouse!" Literally nothing. Moreover this raid is really common. It takes place every week.