You do need to explore the Spider Forest and Flayer Jungle.

The Spider Forest has the Spider Cavern which contains Khalim's Eye and the Flayer Jungle has the Flayer Dungeon which contains Khalim's Brain.

Mobility

Amazons have very poor Faster Cast Rate (FCR) making quickly teleporting around difficult. Having a teleport staff to get over a wall every now and then will be beneficial, but teleporting around without a decent amount of FCR will be difficult.

I would instead suggest grabbing some Faster Run/Walk boots and instead invest in Faster Hit Recovery (FHR) which will minimize how long you are stunned when you take more than 1/12th your character's maximum health.

Dealing with Monster Immunities

You can either deal multiple types of damage to work around monster immunities, break a monster immunity by lowering their resists or just ignore the monster!

For Javazons in particular, you have 3 main forms of damage, physical, Lightning and poison. You can use Jab for some good physical damage, Charged Strike/Lightning Fury for Lightning damage and Poison Javelin for some poison damage. Truthfully, Physical/Lightning should be good for most scenarios.

If you're determined to only do Lightning damage, then you can shop a lower resist wand from Drogan in Act 2 Nightmare/Hell or grab something like an Infinity. More details can be found here: What is the best way to deal with creatures that are immune to you in Diablo 2?

MrLlamaSC has a full walkthrough guide and specifically goes into detail for Javazon Act 3 here: