Honestly, what you're looking for might not even exist in an e-ink ereader. I know there's a couple of obscure ones that might work, but those are going to be the expensive ones that run android apps.

As far as I know, no mainstream e-ink ereaders natively support DRMed MOBI and Epub files, meaning that none will support books from Amazon and other sources at the same time.

DRM is mostly what keeps people locked into one ecosystem or another and DRM is required by the publishers, so in this regard, no one store is going to be completely open if the publisher doesn't allow it.

Generally speaking, devices that use Epub are a little more open than the Kindles since that's a more generic format supported by more devices/stores, but the ones that support that won't support books from Amazon without a couple extra steps.

DRM is easy enough to remove, and once you remove that, you can use something like Calibre to convert the books from one format to another and move them to your device.