How to call a script from amazon echo?

Which Alexa integration method are you using? When you say “Alexa cloud” do you mean Hone Assistant Cloud?

Scripts can be exposed to Alexa via HA Cloud or Emulated Hue method just like switches, scenes, or groups. I use several scripts with Alexa, I’ll post some example configs when I get back to a computer shortly. Just let me know which method you’re using.

EDIT: For HA Cloud, you can do it like this:

cloud:
    alexa:
        filter:
            include_entities:
                - script.gaming
        entity_config:
            script.gaming:
                name: Gaming
                display_categories: LIGHT

There may be other display categories, but that method works.