There is no difference between the «Merchant URL» and «Integrator URL».
Each of them is an URL on your endpoint where you want to receive instant notifications as your payment is processed. If you leave this blank, you will not receive notifications.
They are both exist because some Amazon Payments clients (stores) want to be notified on 2 separate URLs.
Mage2.PRO Magento 2 extension for Amazon Payments does not need the both: set only one of them (e.g. «Merchant URL») instead.