The plugin doesn’t provide any way to display only partial listings. You can potentially modify the template, or use javascript to hide the “other” letters. Perhaps some javascript like this will work, though it’s untested?

function hide_azlisting_sections() {
    if ( typeof window.location.hash !== "undefined" ) {
        const elements = document.getElementsByClassName( 'letter-section' );
        for ( const element of elements ) {
            element.style.display = 'none';
        }

        const active_letter = document.getElementById( window.location.hash.substring( 1 ) );
        active_letter.style.display = 'initial';
    }
}

if (document.readyState === "loading") {
    document.addEventListener( 'DOMContentLoaded', hide_azlisting_sections);
} else {
    hide_azlisting_sections();
}