Hi,
This is an interesting one! I’m not positive, but here’s what I think may be happening.
First, are you an Amazon Prime Music customer, and are you signed into the same account on your Alexa app? If not, that could be the issue.
Second, are you sure the Routine is set to play music from Prime Music (or whatever other paid music provider you pay for)? If you have it set to play with Pandora but you don’t have a paid Pandora account, it will play similar music under the free tier.
To check this, follow these steps:

1. Open the Alexa app
2. Click “More” at the bottom, then “Routines”
3. Select the Routine “First thing in the morning”,
4. Click on the song titles you have listed, and see what it says for From (Provider). Make sure whatever paid service you have is listed there.

In regard to your other question, make sure you follow the steps below to have all your Echo devices play together:

1. Open the Alexa app .
2. Open Devices .
3. Select , and then select Combine Speakers.
4. Select Multi-room music.
5. Follow the instructions in the app to complete the setup.

Hopefully that gets you started!
-Daniel