Jim, Also keep in mind that as an object store, S3 uses "directories" only as a grouping concept, and not as a hierarchal storage mechanism. That's why the initial PutS3Object doesn't fail with a new "directory". See http://docs.aws.amazon.com/AmazonS3/latest/UG/FolderOperations.html
I think James' advice is spot on - to accomplish what you need, you'll likely want to keep a list of known outputTargets in NiFi. Cheers, Adam