How to see what's using TempDb space in Azure SQL DW?
So far, I've found the below, using these pages:

https://docs.microsoft.com/en-us/sql/relational-databases/system-dynamic-management-views/sys-dm-db-file-space-usage-transact-sql?view=sql-server-2017

https://docs.microsoft.com/en-us/sql/relational-databases/system-dynamic-management-views/sys-dm-io-virtual-file-stats-transact-sql?view=sql-server-2017 

sys.dm_pdw_nodes_db_file_space_usage doesn't appear to hold any information about tempDb, so therefore we can only use sys.dm_pdw_nodes_io_virtual_file_stats.

The example in Microsoft's documentation doesn't explain what each file_id means, although the example they give filters on it. Until I can find any more information, I'll sum all files in TempDb as this appears to give the most sensible result (but it's a complete guess!).

        select sum(num_of_bytes_written) from sys.dm_pdw_nodes_io_virtual_file_stats
where database_name = 'tempdb'


I cannot find any documentation of transaction size limits for Azure DW Gen2. 

This only applies to gen 1 - https://docs.microsoft.com/en-gb/azure/sql-data-warehouse/sql-data-warehouse-develop-transactions#transaction-size 

Edit:

after further experimentation, it appears this query doesn't work either, the storage use always increases, so it appears to be more like a write counter. the size_on_disk_bytes never changes, so I'm not sure this would do it either.