In Python for Scientific Computing I see Py3.8 which differs from the version in splunk `bin/splunk cmd python --version`, which was 3.7.10. So I have Py3.7 installed (using `pyenv install 3.7.10` which enables more python versions on the machine) and from ~/.pyenv/versions/3.7.10 I have copied the both missing files into `/opt/splunk/lib/python3.7/lib-dynload`. The `pip install splunk-sdk` then run well for me.
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