As I mention before, I thought that it was related with the new version, not sure if only DB Connect (3.1.4) or also because of Splunk Enterprise (7.2.3).
I solved it downgrading Splunk Enterprise to 7.2.1 and uninstalling DB Connect, then I installed 3.1.2 version and made new connections and identities in DB Connect. Don't copy them from 3.1.4, you have make new ones from beginning, otherwise it will not work.
I hope it helps you.
Álvaro.
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