Missing locales usually only lead to non-fatal warnings. That's also the case here. As knc1 said, you've got other problems.
#1: /dev/pts isn't mounted (that would be within the chroot). That should probably also be non-fatal. For what you're doing now, that is. You'll need it for other things that actually use virtual terminals.
#2: Debian unstable (Sid) is NOT suited for your Kindle (or any Kindle, that is). As the error messages clearly tell, the libc used in newer Debians depends on a more current kernel version. As you're pretty much left with only one choice, which is lab126's shipped kernel, you're left with only older Debian versions.
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