Are Venn diagrams possible in Splunk? I did not see as an option, but I didn't know if it was and add plugin or something of the sort.
There's no Vienn option, but you can use the Sankey to visualize different categories relations, where thickness of links between bars reflect the overlap.
Note the Dashboard studio and the classic version of the chart, do rendering differently.
I've not seen a specific venn diagram visualisation, but depending on exactly what you are trying to show, you can probably achieve something effective enough using the @chrisyounger Circlepack visualisation https://apps.splunk.com/app/4574/
I don't believe it does overlapping circles, but it may get you close enough