Yes, 4.0.x implements CSIv2.
The way to piggy-back contextual data into IIOP requests is via CORBA portable interceptors. You need a "matched pair" of request interceptors (one at the client side, the other at the server side).
Look at what has been done in 4.0.x. The CSIv2 code is in iiop/src/main/org/jboss/iiop/csiv2. It should not be hard to backport it to 3.2.x.
I have no idea about what you can do at the client side. I don't know if IIOP.NET has something like portable interceptors or not.