Hi,
Have you tried to get the package Alphabet Workflow Activities and use the get Xaml File Name activity to retrieve the workflow name. As shown image below:
After retreiving the name and add into variable you can then throw exception message with the variable that contains the name of the xaml file.
I think this kind of question has been asked earlier from this thread, please check this out also: How to get the current running Xaml file name dynamically
I hope this help 