[Quoth]

azw and unrelated azw3 are regarded by Amazon as their delivery formats. As is KFX. The mobi format pre-dates Kindle.

The azw and mobi differ only in DRM (if used). The azw3 is an unrelated later format.

So Kindle Direct Publishing mostly doesn't allow mobi, azw, azw3, dual mobi (like mobi + azw3 in one file) or KFX uploads. Some of those for years and some never. Best is epub upload, then docx, then doc.

If you want to transfer old mobi, dual mobi, azw3 or kfx then use USB.

Amazon KFX always has DRM
The azw was simply mobi with Amazon DRM. Sometimes DRM free azw needs renamed to mobi. A mobi file with DRM might use pre-Amazon Mobipocket DRM or Amazon DRM (and then it might need renamed) but often has no DRM.
The azw3 is very like a version of epub with newer Amazon DRM. Sometimes azw3 has no DRM, if homemade or publisher says none.
KFX is designed so you can start reading before the file has finished downloading to Kindle and to have multiple levels and kinds of DRM and never be DRM free.

You can't upload files with DRM.
Any non-KFX files with DRM will be for one specific kindle. NoDRM is your friend.
The KFX files can have "any Kindle" DRM or one specific Kindle DRM and unlike the others the Kindles that support KFX can use changed DRM KFX without a firmware update. So DRM removal for KFX is often shortlived,

Use Calibre and USB. The Kindle can charge while connected. Only convert epub to azw3. Calibre works with less than perfect epub. Amazon wants epub with no errors, not too many fonts and TOC to their spec.

Only download from "My Content & Devices", which gives mobi, azw or azw3 depending book or Kindle model. Direct download gives KFX unless it's an ancient Kindle.

Also why give Amazon a copy of your ebooks obtained elsewhere?

I experimented with Send to Kindle and direct USB is faster and better and private.

Mobi (and azw not azw3) is a legacy format only needed by first and second Kindle models and the two 9.7″ Kindles, DX and DXG. It's very inferior to azw3.
The Kindle Keyboard Gen3 and later models (apart from DXG) got firmware updates for azw3. Later still models do KFX.
Never ever use mobi/azw (KF7), but always azw3 (KF8), or at worst KFX if you have any Kindle model after 2010 (i.e. not first and second Kindle models and the two 9.7″ Kindles, DX and DXG). The K3 is the only pre 2011 model with azw3 and only if FW updated.

If you have mobi and a later kindle, then convert to azw3.
Mobi / azw / KF7:
No embedded fonts
No separate CSS files
Very Limited range of fonts
Based on HTML3.
Obsolete before any Kindle was released.
Poor or non-existent non-Latin/Roman alphabet support. A few Greek and Scandinavian characters.
No Right to Left support

Azw3 /KF8 (and KFX is different but does all this)
Embedded embedded fonts and often user installed fonts.
Separate CSS files
Very wide range of fonts already included (varies by model & FW)
Based on HTML5.
Very similar to epub, hence Kindle Unpack utility and Kindle can be similar to epub ereader.
Alphabet support can be added by embedded fonts. Good anyway.
Right to Left support as well as Left to Right.

The file returned by Send to Kindle can be
(List may be in error as I don't use Send to Kindle now)
PDF (if still supported and upload was PDF), terrible for ereaders (but maybe not on Scribe).
KFX possibly for Scribe, even on PDF upload. Not sure about Apps.
AZW3 if K3 or any 2011 or later eink kindle (might not be on Scribe). Should have fonts embedded in docx or epub.
And for first and second Kindle models and the two 9.7″ Kindles, DX and DXG you get a prehistoric Mobi file with no fonts.