For my current project i working with a bunch of scenes which dynamic loading and unloading throught the gameplay. And for now when i click on exception on console, i can see which GO throwed the exception only in case GO was in the start scene, that was in editor when i pressed "Play" button.
For example: I have 1 scene, call it "main" scene.
When I push "Play" there are three more scenes are loading as initialization process. Let's call it scenes "1", "2", "3".
And if some object that was in scene "main" before entering in the play mode throwing an exception, i can click on exception message in console see which GO it was. But if i dynamically instantiate another GO, or GO was on on of loaded scenes ("1", "2" or "3") - there is no way to see which GO throwed the exception.
I can suggest to show an GO data, like its name, or add a monobehaviour overridable string property "DebugContext", something like that stuff. Thanks for reading!