Yesterday, September 3, I redeemed an amazon code for the Shadow of Mordor game.
I did it well. It says "obtained" on amazon.
However in GOG the game does not appear in my list. If I try to redo the process it says "code already used".

Well, I suppose that Amazon said "obtained" when you got the code from them, but this doesn't mean that the game has been redeemed on GOG. In order to do so, you must go here, insert the code and follow the procedure. Once done, the game should appear in your library and in your orders history.