Current in shared chats it's not easy at all to tell where a subscription or a bit cheer originated from. You can kind of tell with sub messages, but only if you click on their name or look for their badge. However, even then, you can't be sure that the resub message was for you because what if they are already subbed to you, but they subbed in the streamer's chat you are in a shared chat with?

It would benefit both streamers and viewers if you could clearly label or identify via specific colors on where a message originated from - which chat was it originally sent to. The label could be in the form of a custom badge such as a number associated with the order a streamer joined the Stream Together. It would even be beneficial to have an IRC tag so third-party chat applications could distinguish them themselves if Twitch doesn't want to take it upon themselves to figure out and release a solution. As for the color identification route, you could assign a certain color, or let streamers choose, for each streamer and highlight the messages to that color based on their origin. Specifically, the entire message shouldn't highlight. I think it would be better to lightly highlight THE SIDE of the message instead to provide for a better UI/UX experience instead of a chat filled with an assortment of highlighted colors. Additionally, by highlighting only the side of the message will distinguish it from announcements in chat which has the entire chat content highlighted.