The WAS App requires you to run the setup web page via SplunkWeb because that page generates the wsadmincommands.conf file. Did actually run the setup web page (i.e. fill in details and click save)? You can try re-running the setup page from the Apps page in manager. If you did re-run setup, and it still didn't work, please provide some repro steps with more detail (i.e. exactly what steps you tried, which version of Splunk you're running, etc.)?
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