There is probably an easier way then this, but you can always do the DSPPGM to a print file, copy the spool file it creates to a physical file, then process that physical file to get the information you need.
ILE programs don’t have source files. ILE programs aren’t created from source.
ILE programs are created from *MODULE objects. Modules are created from source. An ILE program can have dozens of modules, so you might track back through dozens of source members and files. Different modules can be written in different languages.
Any related source information will be associated with the module list from your ILE program. The *PGM object that you tried to display with DSPOBJD doesn’t have the source info you were looking for. If you display the *MODULE objects, you’ll see the source references.