Hi,
You should make sure that your user actually is set to search these indexes by default. I found that once I went to Settings->Access Controls->Roles-> (pick a role your account has) ->Indexes searched by default, and selected 'msad', 'perfmon', 'windows' and 'wineventlog' in addition to what was already there.
Then when the setup wizard was running the search it found all the sourcetypes.
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Hi I was also getting these errors, but I managed to resolve it by running the .msi as an Administrator.
Give that a go, either add your user account to the computer's local administrators group, or open a powershell as administrator and run
msiexec <splunk installer filename>.msi
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