If you want to block your Walmart and other sales channel orders from getting fulfilled via your Amazon FBA fulfillment centers, please follow the below-mentioned steps.
Go to the Configuration Page > App Settings, further scroll down to the drop-down menu "Show Default Shopify Shipping speeds relevant to order". Below is a screenshot to help you understand this visually.
Click on the Default drop-down menu, further, review all your Shopify shipping rates under configure. Below is a screenshot to help you understand this visually.
Now to create an integration's (Walmart, eBay, etc.) shipping method inside the app, click on the the "Add Custom Shipping Method" button, further, enter the exact name of the shipping method of your integration, and map it with "Disable Export to Amazon".
Note: Please make sure that the casing & spelling are the exact same as that of the integration. For example: "PRIORITY" should be "PRIORITY" not "Priority".