How to output 'Event Source' field for attendees of an event?
"Source" is available in the reports as of Civi 4.7.2: see CRM-18042.

So one option is to upgrade to Civi 4.7.  Another option is to backport the patch, which is a lot less work than a custom report.  I'd give it a 95% chance that you can simply insert the lines from the patch into the appropriate file on 4.6 and it'll just work.