Messages sent to which number if iCloud message turned on

I have two phones with different phone numbers (A&B) and I turned on iCloud messages and Text Message Forwarding.

When a message is sent to number A or B, both phones received it. For example, when a message is sent to number A, phone A will automatically forward it to phone B so that both phones appeared to receive the message at the same time.

I want to know whether that message is actually sending to number A or number B in the first place. How can I do this?

So, the answer is likely neither. Apple prefers to deliver a message securely and end to end encrypted and not deliver to any phone number for security and privacy reasons. The APNS system uses your contact information that is registered to make a device unique address. The same “message” sent to two of your devices is encrypted differently. When decrypted, they are the “same message” but over the air, the messages are unique and distinct.

SMS messages can be forwarded to devices that have none (iPhone sets up forwarding of the message content to an iPad or Mac using Text Message Forwarding opt-in settings)

The AppleID you use for Messages can have SMS and email as addressees. You can sometimes tap the message and see which if your contact items a message was addressed, but it’s hit or miss for me since it matters if you are reading these on iOS or iPadOS or macOS how it looks. Select yourself at the top of the chat window and see if one of your “addresses” is a different color is my best advice. The software tries hard to just show you who it was addressed to, not which of your data points was the recipient.