I did a little research, and if I am not misunderstanding what I read, this is what I found out for you on audio streamed from Amazon S3: you set up your audio as usual, but you put the whole url, complete with http:// as the source of the audio.
In my research I found one paid and one not paid resource. The paid is Mike Stewart's software, S3 media player, you must become a member of his paid site or a plugin called micro audio for wordpres I like the last one, very small footprint, very flexible.
I wonder what Robert will say about that it could be an opening for him, maybe, for another great plugin. Robert?
I am going to test Jim Edwards audio presentation wizard, and report back to you as well. OK?