Does such a thing exist at higher dimensions? I vaguely recall something about having complex numbers for 2D rotation, quaternions for 3D rotation, and octonions for (I'm guessing) 4D rotation, but I'm curious if the loss of associativity with octonions screws with this relationship somehow.
Yes, everything in your first paragraph extends to any number of dimensions (replacing "quaternion" with "rotor").
> I vaguely recall something about having complex numbers for 2D rotation, quaternions for 3D rotation, and octonions for (I'm guessing) 4D rotation
Bivectors and rotors faithfully represent rotations in any number of dimensions. The octonion product can't, because as you said, it's not associative, but rotations obviously have to compose associatively.
In general, using Lie groups for this sort of thing is great. Things like time-derivatives become very natural in any dimension.