If you use .bbappend file and run bitbake -c build <package> --debug this .bbappend file is not listed. The bbappend file is listed in bitbake-layers show-appends I would have assumed to find that .bbappend file in the --debug output. Same occurs with .inc files that are included in the .bb recipe.
bitbake -D does not show this but bitbake -DD does, it was printing at the higher debug log level. I've sent out a patch which changes this to the first debug level.
I'd also add that if something has already been built, the bbappend will not show in the logs. This is because bitbake never actually has to parse the files, it simple handles the issue from its cache. The -f option would force the task to run and show the logs.
I've also merged in some other patches which more clearly show in the inherits the bb file is using and ensure that worker level debug messages do make it to the console: http://git.yoctoproject.org/cgit.cgi/poky/commit/?id=56cd778eb021a3632aa6b2cb1ec53182512fd38e http://git.yoctoproject.org/cgit.cgi/poky/commit/?id=c0bdb8100f44f08cc1bc880792d0ea52f8ba1bf8