What's happening is OpenSSL is trying to create/modify ~splunk/.rnd and can't.
To resolve, check /etc/passwd to see where the system thinks the home directory, and then make sure it exists with the correct permissions. In theory you could set splunk's home directory to your install location, but there may or may not be security implications of having the .rnd in $SPLUNK_HOME .
I'm still working on grocking the full Splunk security model, but I'm sure the ultimate solution is to not user the self signed certificates and install real certificates.
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