Find source of spids that show no hostname
Looks like I was just asking the question wrong, I found the answer under: How to get the client IP address from SQL Server 2008 itself?:

As Aaron mentioned in the comments, I had to use sys.dm_exec_connections to get the source IP. Here is the final version of the query I used:

SELECT s.session_id, s.login_name, DB_NAME(s.database_id) as database_name, 
    s.host_name, s.program_name, c.client_net_address, client_tcp_port,
    c.net_transport, c.auth_scheme, s.login_time
FROM sys.dm_exec_sessions s
INNER JOIN sys.dm_exec_connections c 
ON s.session_id = c.session_id
WHERE s.login_name = 'MYSTERY_USER'
ORDER BY s.session_id