ERROR BucketMover - coldToFrozenScript exited with non-zero status: exited with code 1

What's the value of your coldToFrozenScript setting in your indexes.conf file? Whatever script that is pointed to will be run when for a bucket when it is about to expire (be "frozen"). This mechanism is generally useful as a way to make a backup copy (or often export) your bucket's data to another location before it is deleted from the disk by splunk.

I'm surprised that the name of the script isn't seen in one of these messages.

The term exited with non-zero status generally means that that an OS process (a script or executable) is indicating that it was not successful. Unfortunately, that's pretty much all you can know without some other kind of log message indicating the real issue. If you know what script is setup to run, then you can figure out what's going on from there.

Related docs:

• How Splunk stores indexes