Oh well, not putting __FILE__ in the directive won't work there, my bad :).

Could you eval your generated code instead? You do get the original filename back when you exit the eval scope:

#line 10 Foo
warn;
eval <<"BAZ";
#line 100 Bar
warn;
BAZ
warn;
[download]

Warning: something's wrong at Foo line 10.
Warning: something's wrong at Bar line 100.
Warning: something's wrong at Foo line 15.
[download]