Programs in embedded domain-specific languages are realized as graphs of objects of the host language rather than as static input texts. This property enables dynamic meta-programming, but also makes it harder to attach location information to diagnostic messages that arise at a later stage, after the program graph construction. Thus, EDSL-generating expressions and algorithms can be difficult to debug. Here, we present a technique for transparently capturing and replaying location information about the origin of EDSL program objects. It has been implemented in the context of the LLJava-live EDSL-to-bytecode compiler framework on the JVM. The basic idea can be generalized to other contexts, and to any managed runtime environment with reified stack traces.