If a consumer group name contains colons (:) the consumer lag metrics for that group are not properly exported to Prometheus (and Cloudwatch I think). This has happened to me because I was configuring the consumer group name of a Lambda source mapping to be the ARN of the target function (something like arn:aws:lambda:eu-west-1:012345678901:function:my-lambda-function). I've been able to detect the cause with the help of the support team (thanks!).

I haven't found any reference on the docs about this caveat and I'm not event sure if it's only the colon that causes issues or other special characters as well. Anyhow, I think it would be nice to add a note to the docs warning users to not use colons here:

https://docs.aws.amazon.com/msk/latest/developerguide/consumer-lag.html

or here as a common pitfall:

https://docs.aws.amazon.com/msk/latest/developerguide/troubleshooting.html