OK, allowing custom headers does seem to help, now the Splunk search app is showing data and able to search.
However, the "Loading.." message still never disappears.
I do have the same problem. (Spluink 5.0.1, SA 7.3R1)
But even with custom headers configured I do not see any search output. How did you configure your policy for Splunk?? Thanks a lot for your help!
Beside enabling the custom headers I created simple Web Resource profile of type "Custom" and entered the Splunk URL and left the default policy...