orchestrating a REST request

We have a workshop on the scatter gather pattern. It doesn't use step functions - https://catalog.us-east-1.prod.workshops.aws/workshops/e8738cf6-6eb0-4d1d-9e98-ae240d229535/en-US/scatter-gather

There is a blog that talks about dynamic parallelism in Step Functions - https://aws.amazon.com/blogs/aws/new-step-functions-support-for-dynamic-parallelism/

If I understand correctly, the clients connect to a REST API in API Gateway which invokes a Lambda which calls N other Lambda, using a REST API.

If this is the case, you could simplify it by invoking a synchronous Express workflow directly from API Gateway (eliminating the first Lambda function). The workflow will use a Map state to invoke all other Lambda functions (eliminating the second REST API, and without a need for a callback). When the Map state finishes, you have all the results and you can combine them, either in the state machine itself or in another Lambda function, depending on what you need to do. The combined result will be sent back to API Gateway, which will use a Response mapping to filter the actual response sent the client.