I've heard you can force Kindle for PC 1.19 to download books in AZW3 by removing the file “%localappdata%\Amazon\Kindle\application\renderer-test.exe”. You can also give it a new name. The next time K4PC is launched, any books already downloaded in KFX format will no longer open and will need to be removed and re-downloaded (as AZW3).
Haven't tried it myself as I'm on a Mac, and unfortunately there's no similar work around for K4Mac