Using REST Collector source, is there a way to mark the each event from which URL it was retrieved

Could you please elaborate a bit? A single REST Collector supports only one URL at a time as far as I am aware. A collector run adds multiple internal fields that you can use to identify different details. Please see the screenshot attached.
 For example the URL that was used to retrieve an event is available in __collectStats.url

i am trying to create one REST collector to collect REST data from 2 endpoints:

1. https://x/public/api/admin/users/
2. https://y/public/api/admin/users/

So i created a REST Collector with configuration as attached.
However, the field __collectStats.url seems to be not existing (attached).

I am pretty sure that you will need 2 collectors. One for each URL. Happy to test that later.

You can use the discover option, choose list

the id will be available in the event as __collectible.id