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This page describes all problems, tasks and solution approaches regarding tracing of method invocations that can span over multiple JVMs. 

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Place the information even before the message gets to the sending unit.
(Probably the method signature has to be changed. Research)

Idea 2:

Sending the ID of the transaction context parallel to the communication of the monitored application.
For example use ssh tunneling to send a preparing message to the other agent. This way the receiving agent would know, that the next incoming message is in context of a particular transaction.
Maybe its possible to use the ssh tunneling to synchronize the messages and make sure, that no message goes between the "heads-up" and the actual message from the application.

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