He memen7omori,
I just checked my code and found this:
ds_idx, predicted_class, probability = bad_predictions[0]
fn = learner.data.valid_ds.x.items[ds_idx]
So yes the Image does not have a reference to its path but if you have the ds_idx (i in the loop above) you can query the DataBunch / the associated ImageList for the file name.
HTH