If I understand your question correctly, you are asking:
- You define entropy as $S=\int\frac{\delta Q}{T}$.
- Clearly, $T$ is an intensive quantity, as is $\frac{1}{T}$.
- If $\delta Q$ is extensive, then so is $\frac{\delta Q}{T}$, since a product of an intensive and an extensive quantity is extensive.
- So, if $\delta Q$ is extensive, then $\int\frac{\delta Q}{T}$, being a sum of extensive quantities, is extensive.
- But you don't see why $\delta Q$ should be extensive. After all, when we put a hot block of metal into a cold place, the heat is emitted from the surface; there is at least a speed-of-light delay until the interior "knows" that the exterior is being chilled.
I think this is somewhat definitional. If you have a slab of metal, one side of which is cold and the other is hot, then either:
- Your system is not in (internal) thermodynamic equilibrium, so that entropy is not defined, or
- You really mean you have two adjacent slabs of metal, one cold and one hot (but otherwise indistinguishable, so they we mistook them for a single slab).
But then we expect two slabs at different temperatures to have different thermodynamic states. So an extensive quantity will differ between the two of them.
More generally,
- Suppose a system $S$ is composed of identical components. (These components can have distinguishable subcomponents; thus we might describe a sulfuric acid solution as a collection of drops of fluid (the components), each droplet containing some water and some oleum (the subcomponents).) These are not statistical-mechanical microstates; they must be large enough for the thermodynamic limit to apply.
- $S$ will undergo some thermodynamic process.
- By conservation of energy, $$\delta Q_S=\sum_{s\in S}{\delta Q_s}\tag{1}$$ (This is also somewhat definitional: suppose component $s$ gives off some heat, but then that heat got turned into work "as it travels" to the outside, in component $t$. Then we'd call it "$t$ doing work" instead.)
- $S$ is in thermodynamic equilibrium iff each component of $S$ is indistinguishable. (This is the definition of thermodynamic equilibrium for composite systems.)
- In particular, all $s$ start out and end indistinguishable, since $S$ begins and ends in equilibrium. (This is the definition of a thermodynamic process.)
- Thus the internal energy at the start and at the end are both independent of $s$.
- Subtracting, $dU_s$ is independent of $s$.
- Likewise, if components performed different amounts $\delta W_s$ of work on the exterior, then we could "soup up" our process so that it separates them. But that clearly won't leave the separated components indistinguishable!
- So $dU_s$ and $\delta W_s$ are independent of $s$.
- Subtracting, $\delta Q_s$ is independent of $s$ (by the First Law).
- Substituting into (1) and picking any fixed $s_0$ for the common value, $$\delta Q_S=(\delta Q_{s_0})(\# S)$$ which is clearly extensive.