Google Spreadsheet adding sheetname

Try this:

Add a calculated column
First build a range that contains the sheet name you want to reference. I did it by concatenating a range that is empty and the sheet name:

{N2:N&"Sheet1",Source_1!B2:I}

The above by itself won't work, because it needs to be told that it is an array. So we wrap it in ARRAYFORMULA():

ARRAYFORMULA({N2:N&"Sheet1",Source_1!B2:I})
Which gives a range that looks like this:

Then build up the rest of your query like this:
Sheet 1 | B2 Value | C2 Value | D2 Value | ...

Build our Query Take the above and build up your multiple ranges and complete your query. Linebreaks for readability

=QUERY(
  ARRAYFORMULA(
    {
     N2:N&"Sheet1",Source_1!B2:I; 
     N2:N&"Sheet2",Source_2!B2:I; 
     N2:N&"Sheet3", Source_3!B2:I
    }),
 "select * where Col3 is not null",0)