Had the same problem, its because of the End Of Line (EOL) characters that differs between Windows and Linux.
The following link explains how to auto-convert it using notepad++:
After doing so I was able to run setup_p2.sh and connect to aws server.
However I did not manage to run setup_t2.sh - running it did not raised any errors, but it did not do anything as well - please let me know if you could make it work.
EDIT:
When comparing setup_p2.sh and setup_t2.sh I’ve noticed that the setup_t2.sh file has ‘cat’ command in the first line, which does not appear in setup_p2.sh. After removing that command I was able to connect to a t2 instance.