Al Attiyah won the final stage but navigation mistakes in the 10th stage proved too costly.
Carlos Sainz remains 10 minutes 17 seconds ahead of Al Attiyah going into Friday's final stage.
Sainz now sits 18:10 ahead of Al Attiyah and 18:26 in front of Peterhansel.
Peterhansel finished just 15 seconds ahead of Al Attiyah to win the ninth stage.
Defending champion Nasser Al Attiyah managed to close in on leader Sainz.
The 40-year-old suffered the fatal accident after 276 kilometres of the day's ride from Riyadh to Wadi Al Dawasir.
Bike rider Paulo Goncalves was killed after a crash at the 276km mark.
The teams will camp among the dunes on Wednesday night after a 534-kilometre slog through the Empty Quarter.
In the QSTK Trophy, French rider Jeremy Parola took the victory in both the races.
Peterhansel won the sixth stage, finishing ahead of rally leader Sainz.
Carlos Sainz, the 2010 and 2018 champion, consolidated his overall lead after winning the stage.
The defending champion is now within three minutes of the overall leader Carlos Sainz.
The three-time champion finished second in the third stage behind Spain's Carlos Sainz.
But Verstappen, an eight-time Grand Prix winner, has now committed his long-term future to Red Bull.
South African driver Giniel De Villiers won the stage while Orlando Terranova heads the overall standings.