Is it possible to separate eBay/Amazon orders from magento orders?

You can separate orders placed on sale channels from Magento orders using the order importing settings for accounts. It is possible to specify the store view where orders imported from the channel will be placed.

So, for example, you may create store view “eBay” or "amazon" and set up settings to use it for order creation. The same for other sales channels.

You can find more information about order importing settings here: 

http://docs.m2epro.com/x/NwAJAQ  and http://docs.m2epro.com/x/3oIVAQ for M2E Pro M1

http://docs.m2epro.com/x/LgItAQ and http://docs.m2epro.com/x/NgItAQ for M2E Pro M2.