Does Amazon keep history of cancelled order for long time?

Yes, Amazon keeps the history of canceled orders for quite a long time, it can be more than a year, however, if you exceed the date range then you may have to go to the archived order report to check the orders.

Yes Mr. Kallis Roy, amazon stores all the data of the cancelled orders for the lifetime. If you want to check the first cancel order you can check the cancelled order by applying the cancel order filters.