What XInput internally does is open a device, then call DeviceIoControl on it every time it reads the joypad. (control code 0x8000e00c)
You need to hook these functions imported by "XInput1_4.dll":
CreateFileW from "api-ms-win-core-file-l1-1-0.dll"
DuplicateHandle from "api-ms-win-core-handle-l1-1-0.dll"
CloseHandle from "api-ms-win-core-handle-l1-1-0.dll"
DeviceIoControl from "api-ms-win-core-io-l1-1-0.dll"
Using the hooks for CreateFileW, DuplicateHandle and CloseHandle, you can keep track of what filename is associated with a handle.
Then when you see a call to DeviceIoControl with control code 0x8000e00c, you will know what filename is being read.
The first time you call XInputGetState, it will open multiple devices, and call DeviceIoControl multiple times, regardless of what player number you have asked for. You are only interested in the last filename seen by DeviceIoControl before XInputGetState returns. And if XInputGetState indicates the controller is not plugged in, disregard the filename you have collected for that controller number.
Examples of filenames I have seen on my own computer:
\\?\hid#{00001124-0000-1000-8000-00805f9b34fb}&vid_045e&pid_02e0&ig_00#8&7074921&2&0000#{ec87f1e3-c13b-4100-b5f7-8b84d54260cb}
\\?\usb#vid_045e&pid_028e#1&1a590e2c&1&01#{ec87f1e3-c13b-4100-b5f7-8b84d54260cb}
edit:
One more hook is required as well.
CoCreateInstance from "api-ms-win-core-com-l1-1-0.dll", to hook creating the undocumented IDeviceBroker COM object. If it can successfully create an IDeviceBroker COM object, it will use that instead of the call to CreateFileW. Parameters will be: CLSID_DeviceBroker = {acc56a05-e277-4b1e-a43e-7a73e3cd6e6c}, IID_IDeviceBroker = {8604b268-34a6-4b1a-a59f-cdbd8379fd98}. The method OpenDeviceFromInterfacePath will be called instead of CreateFileW. Alternatively, you can make creating the IDeviceBroker object simply fail, and it will proceed to use CreateFileW as usual.