I discovered that the reason my zaps from Alby to WoS weren't working on Amethyst was because of WoS IP blocking. But it's so weird because I only get failed payments in the US using Alby NWC, but not any other wallet, including Zeus connected to Alby. And there are still some cities in the US where the zaps work, like Houston.

So now I either zap WoS addresses with primal or switch my VPN to a different country.