postgres - pg_stat_statements directory
pg_stat_statements always uses the literal directory "pg_stat_tmp", even if the "stats_temp_directory" parameter has been changed to point elsewhere.

See this note from the source code:


  Location of external query text file.  We don't keep it in the core
   system's stats_temp_directory.  The core system can safely use that GUC
   setting, because the statistics collector temp file paths are set only once
   as part of changing the GUC, but pg_stat_statements has no way of avoiding
   race conditions.  Besides, we only expect modest, infrequent I/O for query
   strings, so placing the file on a faster filesystem is not compelling.


Are your tons of short-running queries all entirely different queries?  If they all normalize to a smaller set of queries (i.e. groups that differ only in supplied parameter values, not in SQL syntax elements or SQL identifiers) then they won't generate IO because pg_stat_statements only needs to update the in-memory counters, not the on-disk normalized query text.