Right now we dont really have this information available, unless the plugins raise associate issues (in which case their ID is in that issue) :(
One option would be to run the plugins one at a time, then you can be sure of where the requests come from (I realise this is not ideal).
I'd have no problem with an option to add a custom header, eg something like X-ZAP-SCAN-ID: 123
But it would have to be defaulted to off, otherwise WAFs would just block all requests containing that header by default and give a false sense of security to their users ;)
And it might well be a non trivial change :/
If that would be useful then please raise it as an enhancement request
https://code.google.com/p/zaproxy/issues/entry :)
Cheers,
Simon