In order to get your datatips to show any information about the filename, you first need some way to determine which file a point was loaded from based on the x/y/z coordinates of the point (and perhaps the identify of the scatter object). To do that you are going to need to know more about how the data is being plotted and stored, but from your question you did not create the script that creates the figure.
Most likely, the figure has no information about where the data came from. You are going to have to look through the script that creates the figure and try to understand how the code works to read the data and then generate the figure. Once you have a basic understanding, you are going to need to modify the script to keep track of a mapping from file name to data point.
