After fighting with this a while getting this exact same error message, I found out trying to wget that credential file was the problem, I had to download it and scp it and make sure it stayed binary and check md5sums, but once I did it went from
"Error during app install: failed to extract app from /opt/splunkforwarder/splunkclouduf.spl to /opt/splunkforwarder/var/run/splunk/bundle_tmp/d655161de6f2af02: No such file or directory"
to
"App '/opt/splunkforwarder/splunkclouduf.spl' installed "
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