I'm aware of canceling an active query from the gateway it was executed on, but is it possible to cancel it from a perspective client/session via script?
Generally speaking, no.
it would be nice if we could provide an ID in the request that could be used afterwards to cancel it if need be.
It's really hard to kill things in java without risking crashing the whole JVM. Arrange your bindings and scripts to only provide time spans and/or tag lists that won't swamp your gateway and database. If you are binding user input directly to query bindings (or scripts) without filtering through some kind of clipping or limiting, the results are on you.