I ran into something new at Amazon yesterday. New to me, but maybe it's well known outside of my small world.
You can buy Kindle books that don't work on Kindles.
For example, I "bought" a book that was free yesterday (it costs today, but it was free yesterday). Not a book I care about, but for free, why no? Specifically, the book is:
https://www.amazon.com/gp/product/B0...?ie=UTF8&psc=1
I went to The Amazon menu choice "Download & Transfer via USB" as I always do to get my books. But I found that I could not select my Paperwhite as the target device. I could select my Fire tablet however. I went back to the webpage above and found in small print on the page, "Format: Print replica" and also "Available for these devices:" If you click the drop-down for what devices it's available on, the Kindles are not listed.
So I downloaded the book "for my Fire tablet". The resulting file was AZW4. Won't a Paperwhite display those? (my Paperwhite is 1-1/2 years old).
Anyway, maybe all of this is old news to the rest of you, but it was new to me. I would expect a really really old Kindle to not support AZW4 format, but not a newer Kindle. So be aware, there are now at least a few books in Kindle format that your Kindle will not handle. This seems a rather odd direction for Amazon to have taken off in.