Ok, I have a workaround that seems to solve the issue...but it's dirty.
The root cause is that splunkd does not search for any scripts,icons,css,whatever resources when apps are under "slave-apps". This is how it works currently, I don't know why. If you create a symbolic link with the same name under "apps" directory the problem will disappear.
E.g. you have an app, called "TA-myapp" and you deploy it through the Cluster Master to "slave-apps" on the Cluster Peers. The app path would be something like "/opt/splunk/etc/slave-apps/TA-myapp". In order to solve the issue with python scripts not found, simply run the command:
ln -s /opt/splunk/etc/slave-apps/TA-myapp /opt/splunk/etc/apps/TA-myapp
This will create a symbolic link under "/opt/splunk/etc/apps" that points to the app under "slave-apps" and then Splunkd would be able to find the missing resource. This will fix also issues with missing icons (e.g. like in the case of some other add-ons like TA for PaloAlto).
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