We are using SphinxQL to query 3 indexes simultaneously.
We are returning the ID and WEIGHT() of all three indexes, but is it also possible to somehow include the index name which held each given record?
Currently there is no way to do that. For now you could add string attribute to every document and put index name there or uint attribute then set index number in indexes list there.
You also might create feature request at Github to be informed when feature will be implemented.