AWS Kinesis Firehose to Splunk requires Splunk version 6.6 or higher.
For future reference, there is an HEC dashboard in the Monitoring Console that shows a summary of activity and errors. In Splunk Enterprise, it's found under Settings -> Monitoring Console -> Indexing -> Inputs -> HTTP Event Collector.
HEC logs are in the splunkd logs found in index=_internal (filter by source for the splunkd logs on disk). Some keywords to search for include HttpEventCollector, HttpInputDataHandler, HttpInputEventParser, HttpInputQueue, and HttpInputServer. You can enable different logging levels for these components under Settings -> Server Settings -> Server Logging.
Hope this helps!
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