Take a look at the message properties, specifically :
One of those should be the filename you are looking for. I don't think you can get the out of the box NotifySqlTable notifier to log the property - you'll probably have to extend it and make a couple trivial changes to get those properties logged - but that shouldn't be that tough.
org.jboss.soa.esb.gateway.original.file.name did the trick. I had resorted to using a custom RemoteFileMessageComposer to get at the filename, this is cleaner. I solved the other problems by extending/modifying the out of the box notifiers.