Query execution was interrupted, max_statement_time exceeded
I was experiencing the same issue.
Possible to set the global max_execution_time, but not the session max_execution_time:

SET global max_execution_time = 60000;  
SELECT @@global.max_execution_time -- 60000

SET session max_execution_time=300000;
SELECT @@session.max_execution_time -- 15000


I used a hint as workaround:

select /*+ MAX_EXECUTION_TIME(300000) */ * from table
where ...


Source: https://stackoverflow.com/questions/415905/how-to-set-a-maximum-execution-time-for-a-mysql-query