How to share data in `AWS Step Functions` without passing it between the steps

You can make use of InputPath and ResultPath. In initStep you would only send necessary data to external service (probably along with some unique identifier of Execution). In the ValidaitonWaiting step you can set following properties (in State Machine definition):

• InputPath: What data will be provided to GetActivityTask. Probably you want to set it to something like $.execution_unique_id where execution_unique_id is field in your data that external service uses to identify Execution (to match it with specific request during initStep).
• ResultPath: Where output of ValidationWaiting Activity will be saved in data. You can set it to $.validation_output and json result from external service will be present there.

This way you can send to external service only data that is actually needed by it and you won't lose access to any data that was previously (before ValidationWaiting step) in the input.

For example, you could have following definition of the State Machine:

{
  "StartAt": "initStep",
  "States": {
    "initStep": {
      "Type": "Pass",
      "Result": {
        "executionId": "some:special:id",
        "data": {},
        "someOtherData": {"value": "key"}
      },
      "Next": "ValidationWaiting"
    },
    "ValidationWaiting": {
      "Type": "Pass",
      "InputPath": "$.executionId",
      "ResultPath": "$.validationOutput",
      "Result": {
        "validationMessages": ["a", "b"]
      },
      "Next": "Complete"
    },
    "Complete": {
      "Type": "Pass",
      "End": true
    }
  }
}

I've used Pass states for initStep and ValidationWaiting to simplify the example (I haven't run it, but it should work). Result field is specific to Pass task and it is equivalent to the result of your Lambda functions or Activity.

In this scenario Complete step would get following input:

{
  "executionId": "some:special:id",
  "data": {},
  "someOtherData": {"value": key"},
  "validationOutput": {
    "validationMessages": ["a", "b"]
  }
}

So the result of ValidationWaiting step has been saved into validationOutput field.

Based on the answer of Marcin Sucharski I've came up with my own solution.

I needed to use Type: Task since initStep is a lambda, which sends SQS.

I didn't needed InputPath in ValidationWaiting, but only ResultPath, which store the data received in activity.

I work with Serverless framework, here is my final solution:

StartAt: initStep
States: 
  initStep:
    Type: Task
    Resource: arn:aws:lambda:#{AWS::Region}:#{AWS::AccountId}:function:init-step
    Next: ValidationWaiting
  ValidationWaiting:
    Type: Task
    ResultPath: $.validationOutput
    Resource: arn:aws:states:#{AWS::Region}:#{AWS::AccountId}:activity:validationActivity
    Next: Complete
    Catch:
      - ErrorEquals:
        - States.ALL
      ResultPath: $.validationOutput
      Next: Complete
  Complete:
    Type: Task
    Resource: arn:aws:lambda:#{AWS::Region}:#{AWS::AccountId}:function:complete-step
    End: true