Client.dump_cluster_state is a useful method for debugging. But having to download all the state to your local machine can be slow. And as we consider having more automation around it (auto-dump on exception, on close, etc.), being able to write the dump directly to cloud/network storage would be useful.

Add support for dump_cluster_state to write using fsspec. We should support passing in any string that fsspec.open can handle, as well as a storage_options dict kwarg.