Why doesn't GTM poolmember monitor alert show where probe came from?

GTM delegates monitoring where possible. If the server is a BIGIP it will defer to the monitoring provided by the LTM. When server is not it will delegate its monitoring to a BIGIP in the same data center. When GTM is initially setup, big3d software is installed to each BIGIP. GTM sends out monitoring requests to that software which then monitors non BIGIP servers on its behalf. If this is not available then finally GTM will do the monitoring itself. I suspect thats what you are seeing in the logs is monitor requests coming from GTM.