Is it possible to pull diag from a Splunk Cloud instance? or is there some equivalent feature?
Would I be able to use a Heavy Forwarder and the Splunk cli?
Do you have access to the physical server of the Cloud instance, If so then yes otherwise you can raise an support ticket and check with Splunk Support team..
In general you can create diag file from any of the splunk servers by using the below command,
Run diag on a remote node
If you are not able to SSH into every machine in your deployment, you can still gather diags from full Splunk Enterprise instances, but not from Universal Forwarders.
First, make sure you have the "get-diag" capability. Admin users have this capability. If admin users want to delegate this responsibility, they can give power users the get-diag capability.
You also need login credentials for the remote server.
The syntax is:
splunk diag -uri https://<host>:<mgmtPort>;
For more infor look for http://docs.splunk.com/Documentation/Splunk/6.4.3/Troubleshooting/Generateadiag
Hope this will helps you....