Request times out when try to assume a role with AWS sts from a private subnet using a VPC Endpoint

Question

When I'm calling AWS sts to assume a role in a lambda function running in a private subnet on a VPC with an Endpoint configured for STS. However, my request times out.

My setup is as follows:

• I run a lambda attached to a private subnet and security group in a VPC
• Because the subnet is private, I've configured a VPC Endpoint to access STS on com.amazonaws.eu-west-1.sts
• My lambda is written in golang using the older sdk-for-go v1 api: https://docs.aws.amazon.com/sdk-for-go/api/
• I've also configered a VPC Endpoint to access S3 which works without problems

My terraform configuration for the VPC endpoint is:

resource "aws_vpc_endpoint" "xxxx-sts" {
  vpc_id = aws_vpc.xxxx.id
  service_name = "com.amazonaws.eu-west-1.sts"
  vpc_endpoint_type = "Interface"
  security_group_ids = [aws_security_group.xxxx.id]
  subnet_ids = [aws_subnet.xxxx.id]
  private_dns_enabled = true
}