Hi Andrew
Your questions is more into citus product than cstore_fdw. Citus does not support distributed explain statements as you saw in the error message. We are planning to add this support in version 5.1
You can however, get the plans for queries sent to worker nodes. Setting up postgresql configuration parameter "log_min_duration_statement" to "0" in postgresql.conf at a worker node lets you print all incoming statements. You can issue explain command for that query in that particular worker afterwards.
Please let me know if you need further assistance with cstore_fdw.
thanks
Murat