Active write index for index set "Default index set" doesn't exist yet

I have installed graylog-server 3.3.2 on 3 nodes. I manage to make it run successfully, however, it fail to create index. When i check log file, I only see this error

2020-06-26T16:55:34.728+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet
2020-06-26T16:55:39.728+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet
2020-06-26T16:55:44.728+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet
2020-06-26T16:55:49.728+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet
2020-06-26T16:55:54.727+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet
2020-06-26T16:55:59.728+08:00 WARN [IndexFieldTypePollerPeriodical] Active write index for index set “Default index set” (5ee4e4b305ab8335d6f8bd44) doesn’t exist yet

Below are my configuration files.

cat /etc/elasticsearch/elasticsearch.yml
cluster.name: graylog-jakim
node.name: node-2
path.data: /var/lib/elasticsearch
path.logs: /var/log/elasticsearch
bootstrap.memory_lock: true
action.auto_create_index: true

I really have no idea how to fix this. Appreciate for anyone that can help me to solve this problem.

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