If you got "access denied", please check your AWS IAM setting. Here is ref: http://docs.splunk.com/Documentation/AWS/4.2.0/Installation/ConfigureyourAWSpermissions#Configure_CloudTrail_permissions
Yes, there is a bug in AWS app 4.2.0 about SQS list. You can got my answer in https://answers.splunk.com/answers/421913/bug-in-splunk-app-for-aws-user-unable-to-configure.html#answer-421928 . Or you can wait for the 4.2.1 release, which should happen this month.
To dig deeper to the issue you met, please file a support ticket.
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