@JackB I moved your post over to the Other Devices space.
Upgrading to Pandora Premium:
To clarify, it looks like you are currently upgraded to Pandora Plus.
The option to have your Alexa device play content on demand (such as only playing tracks by a single artist) is only available when upgrading to Pandora Premium.
To upgrade, visit this upgrade page from a computer (not a mobile device) and select Get Premium.
Voice command for on-demand listening after upgrading to Premium:
Pandora Premium subscribers can ask Alexa to play playlists they've collected, as well as albums, and songs: "Alexa, play Highway Companion by Tom Petty on Pandora." (You won't be able to create or edit playlists through Alexa, but you can do that from the Pandora app and your changes will carry over.)