Yes, I would avoid revealing an 'internal' AWS hostname. You should also avoid fixing to a single IP address. In AWS IP addresses can change rapidly and get re-assigned to other customers.
The solution is to indeed use your own domain name, which you have control over, but to use a DNS CNAME record.
iot-ingestion.domain-i-own.com CNAME A26PKG2U6WRS2I.iot.eu-west-1.amazonaws.com.
It may even be worth baking different hostnames into different device firmware versions, so if there is a problem with one you can re-point it at a different endpoint, or cut it off completely, if it is damaging your services.
I have had good experiences with using Route 53, Amazon's DNS service. Which may also result in fewer DNS requests from your device to get to the end IP address.