Does that prove anything though? Let's imagine a bank is working on this deal; why would they tell a reporter? It's common for companies to deny things to the press even when they're true.
It's Wall Street and there would be rumors if someone was shopping the largest LBO ever. It's not like there are a lot of places you can go for this service, Tesla isn't going to back out on the deal because it leaked your bank has met with Elon.
It's rare for word of mega deals like this to not leak out in some fashion, doubly so after it's already been tweeted about by the CEO. If they had seriously been shopping this deal it would have already been in the WSJ. Considering the letter mentioned no funding I am under the impression that this is more of an Elon solo project and less of a serious undertaking by the company.
So there's the real story. Who is this financer (or group) with ~40 billion in capital that is willing to bet long on Tesla? That's really interesting to me, if Musk is being truthful here.
I highly doubt it. For starters his wealth isn't liquid enough. He would need to give up shareholder control of Amazon or take on huge debt with his control of Amazon as collateral.
Google/Alphabet. Larry Page has stated that instead of giving away his billions to charity he would prefer to give it to someone like Musk that is trying to fix world scale problems.