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Was getting the same Failed To Import message when I tried to go through E*TRADE from Morgan Stanley (Bank Accounts).  As MsDarling suggested above, just type in E* and select E*TRADE SECURITIES and both of my accounts 1099s downloaded into TT in seconds

ETRADETurboTax.JPG
The previous problem (at least in my case) was related to trying to download from the Morgan Stanley (Bank Accounts) location and NOT the number of transactions.  In fact, once I connected through E*TRADE SECURITIES, it gave me a warning that I had over 1000 transactions but still downloaded with no problems:

TT2021Etrade.JPG
Good Luck!   ðŸ˜Ž