Considering a query like:

SELECT 'table1', COUNT(*), COUNT(DISTINCT fieldA) FROM "table1"
UNION ALL
SELECT 'table2', COUNT(*), COUNT(DISTINCT fieldB) FROM "table2"
UNION ALL
SELECT 'table3', COUNT(*), COUNT(DISTINCT fieldC) FROM "table3"

Does Druid parallelise UNION ALL queries or do they run sequentially?

Unions perform sub-queries in parallel. BTW have you seen https://druid.apache.org/docs/latest/release-info/release-notes#dynamic-table-append ?

Interesting, that might be useful sometimes, thanks Kyle!