The question is, why module_name is empty in the first place when it should normally return lua module name?

The module name is empty because LuaConsole.cpp is directly calling Event.Register(...) and the calling module context requested from Event.Register is a C function which has no valid filepath and therefore cannot be translated into a module name.

This technically exposes a flaw in the new Event system where C++ can only register one Lua callback handler for each event type without overwriting the previously-set handler. That's not a problem in practice (as generally speaking a C++ function shouldn't be listening for a Lua event but rather use a sigc::signal instead), but something I'll have to keep in mind for the future.