I have an API Gateway where I\'m setting the authentication to use AWS_IAM. This requires that I sign each request with the AWS V4 signature and attach the HMAC in the head
While this is an old question, since AWS has not "prioritized accordingly" with regards to the .NET AWS SDK as stated in their comment above and this is still a relevant problem today, I found a good library that will take care of the AWS V4 request signing for you.
Here is the Nuget package.
Here is the GitHub source and implementation documentation.
In addition, I've found that for my API Gateway AWS_IAM Authorization to work with temporary security credentials, you also need to include the "x-amz-security-token" header with the current session token as it's value as well in your request.