Would be nice if the corresponding host name is somehow displayed.

I'm not sure how it should be done (if at all). E.g.:

• like it is done in host screens
• or it is done for instance in graphs (via combo-boxes)
• or appending to the heading
• ...

The combo-box option would have the side effect to allow switching to an other Web scenario quickly.

As a work-around one could add the Macro

to the Web scenario name.
But that might be an redundant information or looking pretty bad in views like 'Status of Web monitoring' respectively 'Overview-Data'.
The latter might be no issue anymore when ZBX-7550 gets implemented.

However, I'm even unsure whether using a host name Macro and accepting some redundancy wouldn't be the best solution at the end.