I don't know what answers you got, if any, but here's my take.
First, if you have trust issues, you shouldn't use amazon, because it takes a leap of faith on their infrastructure to keep your systems running. You trust them not to destroy your VM's, not to lose your data, there's clauses that say if your system goes flooey it's not their fault, you have no idea if the government will someday take away your stuff or give access to your stuff without your knowledge, etc.
Second, if you want some sort of verification you'll have to talk to Amazon representatives themselves and try to find some kind of sales rep that will work with you to get you answers you can get in email/writing.
Third, if you trust Amazon enough but don't trust the AMI's, you probably need to see about getting a bare AMI with Windows and purchase your own licensing for what you put on there. There should be a way for you to upload the installers for SQL server although I've never tried it, or use RDP to install from your DVD drive through redirection or mount the ISO with an ISO mounter. You'd be most likely billed by Amazon for the Windows instance, and you'd be responsible for the SQL licensing. I'm almost certain they've had this sort of thing happen before and I doubt they will audit your machines to see what's going on in it to see if you're running SQL. Check licensing agreements for EC2 to be sure.
Again I doubt they go through your image because it would be impractical, and it might make them liable for what their users are doing. Given the popularity of their service for running startups with proprietary information, I very much doubt they want the legal implications, and I've heard nothing of this before happening on their system.
And knowing something was really owned by MS...I don't know, that's a trust thing too. Who's the machine licensed to when it started? Even then you're taking someone's word for it.
Summary - if you really don't trust them, you need to host your own hardware at a colo facility. Otherwise you're still going to either want reassurance from someone at Amazon and manage your own licenses for what you can install or just take their word for it.