To save the Spotlight images stored on your computer, see this procedure in this article:
How to save Windows Spotlight lockscreen images so you can use them as wallpapers.
To download almost all Spotlight images from Microsoft servers
in a few minutes in high-resolution, see the
SpotBright app.
Once you have the images, you can scan them for metadata that may contain information
about where they came from.
There are various mechanisms for embedding metadata in images : IPTC, EXIF, XMP. This metadata is the only textual data contained inside the image.
EXIF is stored in the image by the camera and may contain information such as
the GPS coordinates (if the camera has GPS, which most smartphones do).
IPTC and XMP are added manually, as is normally done by professional photographers.
The best tool I have found for displaying that information is the free
Picture Information Extractor.
Try this tool on one of these downloaded images to see if Microsoft has kept some of that data or scrubbed it out.
If you have found such a useful tag(s), there exist image renamers that can use
metadata tags to batch-rename the images.