C++/embedded Python: Can I retrieve Python file name and line number when a C++ function is called from Python

You will need PyTraceBack_Here.

You can take a look at a traceback object's implementation here

Here is an example printig the traceback created by PyTraceBack_Here

#include <Python.h>

PyObject * mymodule_meth_test(PyObject * self) {
    PyTraceBack_Here(PyEval_GetFrame());
    PyObject * exc;
    PyObject * val;
    PyObject * tb;
    PyErr_Fetch(&exc, &val, &tb);
    PyTraceBack_Print(tb, PySys_GetObject("stderr"));
    Py_RETURN_NONE;
}

PyMethodDef module_methods[] = {
    {"test", (PyCFunction)mymodule_meth_test, METH_NOARGS, NULL},
    {},
};

PyModuleDef module_def = {PyModuleDef_HEAD_INIT, "mymodule", NULL, -1, module_methods};

extern "C" PyObject * PyInit_mymodule() {
    PyObject * module = PyModule_Create(&module_def);
    return module;
}

From the tb object you should be able to extract the filename and line number. It is an ordinary PyObject you can pass it to a python script or inspect it.

Here is how to extract the values without taking care of the refcounts:

    int line = PyLong_AsLong(PyObject_GetAttrString(PyObject_GetAttrString(tb, "tb_frame"), "f_lineno"));
    const char * filename = PyUnicode_AsUTF8(PyObject_GetAttrString(PyObject_GetAttrString(PyObject_GetAttrString(tb, "tb_frame"), "f_code"), "co_filename"));