The problem I have with Callback-Location is that it's more than a location, it's also parameters. I think of it like a data structure. The Link header, which X-Callback is based on, is a format for defining a Link. And a Link is more than a URL. A URL is a URL, but a Link represents a connection between URLs. That's why you have parameters rel, rev, etc. Because those are important attributes of a Link.
Because the existing Location header (and Content-Location header) have set a precedence of being about just a URL, I would probably avoid using "Location" in the name for this.
Off the top of my head, I can only imagine two suitable names: Callback or Callback-Link
-jeff