The cross-account IAM role was created properly with this policy

{
    "Version": "2012-10-17",
    "Statement": [
        {
            "Action": [
                "ec2:AllocateAddress",
                "ec2:AssociateDhcpOptions",
                "ec2:AssociateIamInstanceProfile",
                "ec2:AssociateRouteTable",
                "ec2:AttachInternetGateway",
                "ec2:AttachVolume",
                "ec2:AuthorizeSecurityGroupEgress",
                "ec2:AuthorizeSecurityGroupIngress",
                "ec2:CancelSpotInstanceRequests",
                "ec2:CreateDhcpOptions",
                "ec2:CreateInternetGateway",
                "ec2:CreateKeyPair",
                "ec2:CreateNatGateway",
                "ec2:CreatePlacementGroup",
                "ec2:CreateRoute",
                "ec2:CreateRouteTable",
                "ec2:CreateSecurityGroup",
                "ec2:CreateSubnet",
                "ec2:CreateTags",
                "ec2:CreateVolume",
                "ec2:CreateVpc",
                "ec2:CreateVpcEndpoint",
                "ec2:DeleteDhcpOptions",
                "ec2:DeleteInternetGateway",
                "ec2:DeleteKeyPair",
                "ec2:DeleteNatGateway",
                "ec2:DeletePlacementGroup",
                "ec2:DeleteRoute",
                "ec2:DeleteRouteTable",
                "ec2:DeleteSecurityGroup",
                "ec2:DeleteSubnet",
                "ec2:DeleteTags",
                "ec2:DeleteVolume",
                "ec2:DeleteVpc",
                "ec2:DeleteVpcEndpoints",
                "ec2:DescribeAvailabilityZones",
                "ec2:DescribeIamInstanceProfileAssociations",
                "ec2:DescribeInstanceStatus",
                "ec2:DescribeInstances",
                "ec2:DescribeInternetGateways",
                "ec2:DescribeNatGateways",
                "ec2:DescribePlacementGroups",
                "ec2:DescribePrefixLists",
                "ec2:DescribeReservedInstancesOfferings",
                "ec2:DescribeRouteTables",
                "ec2:DescribeSecurityGroups",
                "ec2:DescribeSpotInstanceRequests",
                "ec2:DescribeSpotPriceHistory",
                "ec2:DescribeSubnets",
                "ec2:DescribeVolumes",
                "ec2:DescribeVpcs",
                "ec2:DetachInternetGateway",
                "ec2:DisassociateIamInstanceProfile",
                "ec2:DisassociateRouteTable",
                "ec2:ModifyVpcAttribute",
                "ec2:ReleaseAddress",
                "ec2:ReplaceIamInstanceProfileAssociation",
                "ec2:ReplaceRoute",
                "ec2:RequestSpotInstances",
                "ec2:RevokeSecurityGroupEgress",
                "ec2:RevokeSecurityGroupIngress",
                "ec2:RunInstances",
                "ec2:TerminateInstances"
            ],
            "Resource": [
                "*"
            ],
            "Effect": "Allow",
            "Sid": "Stmt1403287045000"
        },
        {
            "Condition": {
                "StringLike": {
                    "iam:AWSServiceName": "spot.amazonaws.com"
                }
            },
            "Action": [
                "iam:CreateServiceLinkedRole",
                "iam:PutRolePolicy"
            ],
            "Resource": [
                "arn:aws:iam::*:role/aws-service-role/spot.amazonaws.com/AWSServiceRoleForEC2Spot"
            ],
            "Effect": "Allow"
        }
    ]
}

But it does not seem to have any bearing for S3 access, and the Lambda function that fails does not seem to depend in any way on this particular Role. The CloudFormation templates associates a different role to the CopyZips Lambda that includes the following policy

{
    "Version": "2012-10-17",
    "Statement": [
        {
            "Action": [
                "s3:GetObject"
            ],
            "Resource": [
                "arn:aws:s3:::databricks-prod-public-cfts/*"
            ],
            "Effect": "Allow"
        },
        {
            "Action": [
                "s3:GetObject",
                "s3:PutObject",
                "s3:DeleteObject"
            ],
            "Resource": [
                "arn:aws:s3:::databricks-workspace-stack-lambdazipsbucket/*"
            ],
            "Effect": "Allow"
        }
    ]
}