On your indexing layer, run the following from the command line:
splunk btool indexes list <INDEXNAME> --debug
Replacing with the name of the index that you are seeing issues with. There are a few properties to take note of:
1) coldPath.maxDataSizeMB -- The total size in MB of the Cold path for data. If this size is exceeded, data will roll to frozen (and if there is no Cold-To-Frozen archiving strategy in place, will be deleted)
2) frozenTimePeriodInSecs -- The number of seconds before data is frozen
3) maxTotalDataSizeMB -- The maximum total size across all hot/warm/cold data locations
See if any of these are lower than you expect.
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