A lot of people in The Netherlands [1] use Bol.com (part of Ahold; Albert Heijn's parent company). However, Amazon.de (Germany) is also popular, and you can avoid S&H with Amazon Prime.
The reason there is no huge Amazon.nl is the same reason there's no huge eBay.nl; there's already a large local competitor: Bol.com (and Marktplaats.nl).
Because of Amazon Prime Germany being popular in NL, Amazon introduced an Amazon Prime Netherlands. They even offer a discount deal but they offer a lot less than Amazon Germany, so it does not make sense to switch the Prime subscription (apart from the discount).
If you want to order something in The Netherlands from Germany, and they only ship to Germany, then you can use a service like Huifkar. They have a drop place in Germany to ship to, drive over border, and post it from there in The Netherlands to your address in The Netherlands.
I had positive and negative experiences with all of these. On Bol.com I received some kind of fashion (?) book by Kim Kardashian instead of a 200 EUR budget smartphone (I didn't even know who she was before that). They fixed it though.
If you look at the working circumstances in distribution centre of Amazon and Coolblue you understand why sometimes things go wrong.
[1] It is called "The Netherlands"; not "Netherland". You can also use the ccTLD, "NL".