init.ts

//define the initData that will be used when creating the instance, this describes all the commands that will be ran on the instance
const initData = ec2.CloudFormationInit.fromElements(
  // ec2.InitFile.fromUrl("c:\\cfn\\mysql.msi", "https://downloads.mysql.com/archives/get/p/25/file/mysql-installer-community-8.0.24.0.msi"),
  ec2.InitFile.fromAsset("c:\\cfn\\BootstrapScript.ps1", "./BootstrapScript.ps1"),
  ec2.InitFile.fromAsset("c:\\cfn\\CreateADGroups.ps1", "./CreateADGroups.ps1"),
  ec2.InitPackage.msi("https://s3.amazonaws.com/aws-cli/AWSCLI64.msi"),
  ec2.InitCommand.shellCommand('powershell.exe [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString(\'https://chocolatey.org/install.ps1\'))', { key: "1-InstallChoco", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) }),
  ec2.InitCommand.shellCommand("powershell.exe -Command Rename-Computer (Get-EC2Tag -Filter @{Name='resource-id'; Values=(Invoke-WebRequest http://169.254.169.254/latest/meta-data/instance-id -UseBasicParsing).Content}).Where({$_.Key -eq 'Name'}).Value", { key: "2-RenameComputer", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) }),
  ec2.InitCommand.shellCommand('powershell.exe -Command Restart-Service AmazonSSMAgent"', { key: "3-RestartSSMAgent", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) }),
  ec2.InitCommand.shellCommand('powershell.exe Add-EC2Volume -InstanceId (Invoke-WebRequest http://169.254.169.254/latest/meta-data/instance-id -UseBasicParsing).Content -VolumeId ' + dVolume.volumeId + ' -Device ' + targetDevice + ' -Region ' + process.env.CDK_DEFAULT_REGION, { key: "4-AttachVolume", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(60)) }),
  ec2.InitCommand.shellCommand('powershell.exe -File "c:\\cfn\\BootstrapScript.ps1"', { key: "5-install", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(10)) }),
  ec2.InitCommand.shellCommand('powershell.exe -Command Send-SSMCommand -InstanceId (Invoke-WebRequest http://169.254.169.254/latest/meta-data/instance-id -UseBasicParsing).Content -DocumentName ' + domainJoinDocument + ' -TimeoutSecond 600 -Region ' + process.env.CDK_DEFAULT_REGION, { key: "6-DomainJoinServer", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(60)) }),
  ec2.InitCommand.shellCommand('powershell.exe -Command Restart-Computer -force', { key: "6-Restart", waitAfterCompletion: ec2.InitCommandWaitDuration.forever() }),
  // // ec2.InitCommand.shellCommand('powershell.exe -File "c:\\cfn\\CreateADGroups.ps1"', { key: "7-CreateADGroups", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) }),
  ec2.InitCommand.shellCommand('powershell.exe -Command Set-NetFirewallProfile -Profile Domain,Public,Private -Enabled False', { key: "7-DisableFirewall", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(10)) }),
  ec2.InitCommand.shellCommand('powershell.exe -File C:\\ProgramData\\Amazon\\EC2-Windows\\Launch\\Scripts\\InitializeDisks.ps1', { key: "8-Initialize", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) }),
  // ec2.InitCommand.shellCommand('msiexec /q /log c:\\cfn\\log\\mysql-install.log /i "C:\\cfn\\mysql.msi"', { key: "91-installMysql", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(30)) }),
  ec2.InitCommand.shellCommand('powershell.exe choco install mysql -y', { key: "9-installMysql", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(30)) }),
  ec2.InitCommand.shellCommand('cfn-signal.exe -e %ERRORLEVEL% --resource appmysqlserver --stack ' + this.stackId + ' --region ' + this.region, { key: "91-Signal", waitAfterCompletion: ec2.InitCommandWaitDuration.of(cdk.Duration.seconds(5)) })
)

Hi Thanks for replying,
I have tried several different ways to make this script work.
Script does work internally within the instance but it doesnt work when it tries to execute by calling cfn-int function within my CDK project.
I also tried to run the same command using the AWS UI systems manager --> automation this also works.
This is very weird.