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Can you run this and check the output? Cloudtrail only logs API calls, not internal activities of other AWS services: aws application-autoscaling describe-scaling-activities --include-not-scaled-activities --service-namespace sagemaker --resource-id <YourId>
the --include-not-scaled-activities will give info on if autoscaling chose not to scale-in for some reason. Info on the response codes here: https://docs.aws.amazon.com/autoscaling/application/userguide/application-auto-scaling-scaling-activities.html#include-not-scaled-activities-with-the-aws-cli
EDIT: Reading the exact policy config again, I see its configured with a custom metric for ModelLatency. Latency isn't usually a good metric for target tracking, because it doesn't change proportionally to the desired capacity (but target tracking is built assuming the metric DOES change proportionally with the metric). Example of a good metric: CPU will roughly double if you half the number of instances - there's a proportional relationship between the metric and the Capacity If the number of Sagemaker endpoints doubles, there's no telling what that will do to latency https://docs.aws.amazon.com/autoscaling/application/userguide/application-auto-scaling-target-tracking.html#target-tracking-considerations
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Same result as described above unfortunately.
That's weird, if the Alarm went into the ALARM state (which we see it does from all the details you provided) then AutoScaling would have evaluated if it should scale or not. Most of the common reasons for scaling not happening get logged in the activity history when including the --include-not-scaled-activities flag. It does de-dupe; is the most recent activity (even if from a while ago) a failure? If so, that same failure reason might still be recurring. See above edit for more details