In the very first video on set up it was mentioned that unfortunately to create p2 instance on aws you need special permission. Is this still valid? Can I not create a fresh p2 instance just using the setup_p2.sh script without needing a special permission?
Yes, you still need permission. However, in my experience they are very quick, usually taking no more than a few hours. Microsoft Azure has a similar N Series, which you do not need permission for. In this link you can see how to setup an Azure for the course here: Seting up an Azure VM for DeepLearning