The bars API is very sensitive to formatting of the dates. That’s the issue. They must be in ISO format otherwise the API ignores them. Unfortunately, the API doesn’t fail or cause an error if the dates aren’t recognized. Rather, the default date values are used. That is why it seemed varying the dates had no impact on the result. So, try this and you should get the expected results
https://data.alpaca.markets/v1/bars/5Min?symbols=AMZN&limit=999&after=2020-01-05T09:30:00-04:00&until=2020-01-07T09:30:00-04:00
There is a bit longer explanation in this post. It’s specifically about the Python SDK (which calls this API) but the basics are the same.