Can I link live PI data to Excel and then Excel to Amibroker? Is there any PI to AMi utility?

No, as a broker it is not allowed to give data to any other third party frontend applications other than the platforms which are pre-approved by exchanges.

Data vendors pay huge sum to exchanges to provide such services and if broker is only providing data on to other platforms then it is against regulations.

So, one can check with registered data vendors like Neo trade analytics, e-signal, Interactive brokers to avail data on to other front ends.