As far as I can tell, you can't identify the file containing the LISP directly. LISP is loaded into CAD and it is used from memory rather than CAD referring to the .lsp file, you could copy and paste the LISP into the command line and it will work just the same for example, likewise load from a file and modify or delete the .lsp file, what was loaded will still run OK.
If the .lsp file is saved in a known location you can search these locations and read the files till you find the LISP function you want, and from that you can return the location and file name it contains. For example the Trusted locations are known, so you can search through them.
For myself I have a small file, "Location.lsp" that contains the locations for my .lsp files, manually updated one file, all the others refer to this as necessary and this file is in the start-up suit. You can get a LISP to append to this file if you want, even so far as delete the file (you know it's location) and recreating it which can be handy if you have an install LISP: have locations.lps saved in trusted locations, get the user to specify a folder to 'install' .lsp files into, and then append to locations.lsp this new location