Please file a support ticket with a diag. The most common problem we've seen is javabridge not getting authentication token due to inputs.conf mismatch (the javabridge itself is started as a scripted input). If there is indeed a non-null sessionKey in the logs, this needs to be looked into.
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Thanks for the note. The jtds issue is in the process of being fixed (http://sourceforge.net/p/jtds/bugs/725/) and we'll pick it up as soon as practical.
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We haven't seen this issue before. Could you contact splunk support for help? They might ask you for a more detailed layout of the apps directories (as per http://docs.splunk.com/Documentation/Splunk/latest/Indexer/Updatepeerconfigurations).
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Please verify that the lea port is correct and check http://docs.splunk.com/Documentation/OPSEC-LEA/latest/Install/SetupSSLCAauthentication. If you're still having problems, please file a support ticket.
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