I had a similar problem from opening the splunk web to having Access denied when starting splunk in cmd.
Solution worked for me-
Open cmd as administrator. Go to Splunk bin path (i.e. C:\Program Files\Splunk\bin) from cmd.
C:\Program Files\Splunk\bin>splunk start
Splunk> Be an IT superhero. Go home early.
Checking prerequisites...
Checking http port [8001]: open
Checking mgmt port [8089]: open
Checking appserver port [127.0.0.1:8065]: open
Checking kvstore port [8191]: open
Checking configuration... Done.
Checking critical directories... Done
Checking indexes...
(skipping validation of index paths because not running as LocalSystem)
Validated: _audit _internal _introspection _telemetry _thefishbucket history main summary
Done
Checking filesystem compatibility... Done
Checking conf files for problems...
Done
Checking default conf files for edits...
Validating installed files against hashes from 'C:\Program Files\Splunk\splunk-7.1.3-51d9cac7b837-windows-64-manifest'
All installed files intact.
Done
All preliminary checks passed.
Starting splunk server daemon (splunkd)...
Splunkd: Starting (pid 18772)
Done
Waiting for web server at http://127.0.0.1:8001 to be available.. Done
If you get stuck, we're here to help.
Look for answers here: http://docs.splunk.com
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