Comment Moderation and CDN Caching

Figured it out. Looking at wp-comments-post.php there is a filter called comment_post_redirect which I used to check if the comment was approved and then added a query string to the URL. So easy.

//A query string needs to be added when redirecting back to the post after a comment is posted and not approved. This ensures the page with the "Your comment is awaiting moderation." message won't be cached by the CDN and seen by the rest of the world.  
function add_query_string_to_comment_redirect($location, $comment) {
    if( !$comment->comment_approved ) {
        $location = add_query_arg( array( 'moderated' => '' ), $location);
    }
    return $location;
}
add_filter('comment_post_redirect', 'add_query_string_to_comment_redirect', 10, 2);