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There are updates coming to the docs : https://github.com/apache/druid/pull/14035/files I think the relevant portion is:

druid.msq.intermediate.storage.enable=true
druid.msq.intermediate.storage.type=s3
druid.msq.intermediate.storage.bucket=YOUR_BUCKET
druid.msq.intermediate.storage.prefix=YOUR_PREFIX
druid.msq.intermediate.storage.tempDir=/path/to/your/temp/dir

That worked! Thanks!