Oh, I didn't know that! I would never say 8 o'clock a.m. If it's in speech, it would presumably find its way into the kind of writing that reflects the informal style (reported speech and such like)."8 o'clock a.m." is very uncommon in AmE writing but it's considerably more common in speech.
Yes, but then many forms of emphasis could be considered redundant. As I said, I don't say this, but I hear other people doing so, and I think this is usually the reason.I don't think I'd say it. The purpose of "o'clock" is to inform a listener or reader that a number is a time of day, not one of the other things that a number can mean. Saying "a.m." or "p.m." does that, so adding "o'clock" is redundant.