You can indeed buy duty free at AMS, provided you can show an onward boarding pass to a non-EU destination. If it's not a direct connection, then you have to buy them at LHR.

At AMS, they cost €22/200 duty free, €39 duty paid. In the UK, you're now looking at about £45/200 duty paid, which is one of the most expensive in the world. I don't know how much they are at LHR (I never buy them on the outbound), but they won't be a dissimilar price to AMS.