[Bug Report] SageMaker Pipelines custom callback step notebook fails to run end to end

**Link to the notebook**
https://github.com/aws/amazon-sagemaker-examples/blob/main/sagemaker-pipelines/tabular/custom_callback_pipelines_step/sagemaker-pipelines-callback-step.ipynb

**Describe the bug**
The notebook fails to run end to end.

1/ The parameters passed to the callback step need to use Join
2/ The etl.py script fails with the error - AnalysisException: 'Path does not exist: s3://sagemaker-us-east-2-952750099313/taxi*.csv;'
3/ The data is not available
4/ Resources aren't cleaned up so if you run the notebook end to end and then run again, you run into errors with trying to create resources that already exist.

**To reproduce**
Run the notebook end to end.

**Logs**
If applicable, add logs to help explain your problem.
You may also attach an `.ipynb` file to this issue if it includes relevant logs or output.