Ok you have SaaS so network has nothing to that. In general integration with AWS should work without AG according to this doc:
Open support ticket, DT will be able to check your tenant logs related to AWS communication, maybe there will be any clue about reason of this problem.
Thanks I have done it but he came back as I cannot use key-base integration if I do not have AG installed so just wanted to confirm here via wider public as in the doc also I can't find any such statement.
@Aamir k. Saas customers should not need an activegate to establish connection to AWS. You could always try to spin one up and rule that out, I would review the following document as it will assist you in setting up a connection, with or without an activegate. The document is divided by Saas/Managed as I am not sure what type of instance you are running,
Let me know if you need any other assistance.