Several things to note:
1. They were not following orders from God. How do I know this? Well quite simple, God, assuming He exists as you are assuming by your hypothetical, is the Greatest Conceivable Being - Anselm, and therefore the Highest Good. The Highest Good would not order genocide, which is what the Holocaust essentially was.
2. Hypotheticals like yours above, from atheists, are never really effective because you are assuming the existence of an entity you actually lack belief in.
3. Your usage of the passage below:
Is problematic for your hypothetical because the above is fundamentally different from what the Nazis did to the Jews in Nazi Germany. The Judgment on the Amalekites was just that... a judgment on the wickedness of a group of peoples who lived off of terrorizing, raping, and murdering their vulnerable neighbors who did so for hundreds of years despite being warned by God to repent.
I follow one God, the God of Abraham, Isaac, and Jacob. The God and Father of my Lord and Savior Jesus Christ. Morality is not relative for me, because there is only one source of morality and it finds its locus in the nature of a Holy, Righteous and loving God.