For those who may be coming here to this questions, thanks to @Arnold Souza​ and @Harish Koduru​  We not only updated our setup instructions https://github.com/databricks-industry-solutions/security-analysis-tool/blob/main/docs/setup.md but we also create a Step by Step Setup instructions of Security Analysis Tool (SAT) for Azure Databricks Youtube video to make it easy to address any setup issues.

https://www.youtube.com/watch?v=xAav6GslSd8