The scheduled report runs randomly on one of the search heads on the cluster. So it might not be on the search head where you have set the embedding. On top of that there was a bug in splunk which affects the behavior but this is fixed in 6.3
Also remember to set the embedSecret = in server.conf .
Details are
When using report embedding, normally the generated URLs can only
be used on the search head they were generated on
* If "embedSecret" is set, then the token in the URL will be encrypted
with this key. Then other search heads with the exact same setting
can also use the same URL.
* This is needed if you want to use report embedding across multiple
nodes on a search head pool.
I'm running a search head cluster with url loadbalancing and embedded report works fine there.
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