We're using CW Events to catch events and send them to Kinesis and Splunk HEC endpoint via mentioned Lambda processor (we can't use Firehose Delivery Stream to Splunk, as Firehose does not support PrivateLink at the moment).
Our problem is that this Lambda function times out without any errors in the CW Logs. The Lambda runs inside the VPC, as Splunk HEC endpoint is behind NLB (VPC Endpoint Service). We're using Splunk Enterprise 6.5 (trial license for the moment). EC2 instance running in the same VPC can successfully send events to the HEC endpoint. Another Lambda function with the same settings (IAM role, VPC subnets + SG) can also run a curl subprocess successfully.