Does the big, 4th gen Echo use Zigbee to communicate directly with HE to control devices (as it can operate as a Zigbee hub itself)? Or is it wi-fi > router > HE, like the Echo Dot?
All of the echo devices communicate with HE via their cloud service and one or more HE integrations. They do not communicate with HE via Zigbee nor are they able to participate in a network where HE is the zigbee coordinator.
No. It (like Hubitat) is a zigbee coordinator. And neither one can serve as a zigbee router in a mesh controlled by the other.
The pathway, then, is:
Echo > Wi-Fi> Router > AWS Cloud > Router > Hubitat > Device
At least. I don't know if any of the Hubitat cloud services are also in the mix.