Hello Damien,
Welcome to the Forum!
The Broadcaster and Observer roles are something I have not played with yet. When I get back to my PC I will have a look at them.
In the meantime, from the code for the other roles, there is a case statement when the device changes states as in peripheralStateNotificationCB. When a scan request or response is made, you should be able to set a flag during that state to indicate the device has been responded to a scan request. It would then know it was scanned.
Thanks,