Auto Photo Collage - Identify picture filenames

In your screenshot of the layer palette, all the layers which have a small icon in the bottom right corner are smart layers.

That means that they are not normal layers containing the pixels copied from the source files. They contain a link to the original source together with a contextual pixel preview for the layer. What you are seeing is a preview of how you have edited that layer: its size, position, rotation... When you change something in those parameters, for instance when you reduce the size, then upsize, the preview is recalculated from the original source. If you reduce a standard layer, when you upsize it later, you lose resolution.

This is an advantage, but a number of edits on a layer can't be applied on a smart layer, you must have a conversion to a normal pixel layer. That's called 'simplifying'. No problem to simplify when you know you won't have to upsize significantly the layer afterwards.

I don't use much the auto photo collage (you'll get more help by other users) but when I do manual collage, when I keep the cursor on a smart layer name in the layers palette, the name of the file does appear after a few seconds.