6 Tony's answer was initially pretty near, but only worked for Native SQL Server Logins and not for Windows Authenticated SQL Server Logins. However, the general idea is the same.
5 An [exchange spill](https://docs.microsoft.com/en-us/sql/relational-databases/event-classes/exchange-spill-event-class) (`ExchangeSpillDetails`) occurs only in response to an [intra-query parallelism deadlock](https://docs.microsoft.com/en-us/archive/blogs/bartd/todays-annoyingly-unwieldy-term-intra-query-parallel-thread-deadlocks). SQL Server resolves the deadlock by forcing one or more of the exchanges (parallelism operators) to write its buffers to *tempdb*.
3 @SqlWorldWide answered the "why `[msdb]`" part of the question so I won't duplicate that here. But to answer the "why not `[master]`, `[model]`, `[tempdb]`" part of the question: