You didn't start your own business to be a slave to Amazon or eBay. Make them your slave instead.
I have a question for you:
Remember the last item you bought off of Amazon? What merchant did you purchase it from? The answer is you don't know and likely don't care.
This is what happens to merchants who rely solely on external party platforms for their sales. You end up handing off the most important part of your business. The relationship with your customer.
This is why you need to have your own website.
Now, there is indeed value in listing your items on Amazon and eBay as they have a huge audience that you can immediately gain access to once you sign up.
What I propose is that you use Amazon and eBay for what they are worth. Take customers from Amazon and get them onto your website. There are many intricacies to this that someone in marketing/sales could explain, but that is not my area, so I will just leave you with one tip that I have seen work for my customers.
Tip:
When you make a sale on Amazon or eBay, include a flyer with a link to your website in the product packaging. On your website, make sure that you are selling the same product for slightly less than what you are selling them for on Amazon and eBay. This customer has already show interest, so there is a very high likelihood that they will buy directly from you next time.