It looks like you cannot connect to the Event Hub. Do you see the connection leave AWS and come into Azure so you know it isn't being blocked by a Security Group or firewall?
Can you see the Event Hub form your HF outside of using the TA? E.g. I haven't tried it but could you verify the connection from your HF with a curl statement like what is found on:
https://gist.github.com/ivanignatiev/d8fca4ff8b3f729f7337
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The unaccepted answer in this post explains this issue well: https://answers.splunk.com/answers/643012/unable-to-distribute-to-peer-from-search-head.html
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