Is there an easy way to trace the script that created a journal entry?

Unfortunately, there is not. The only thing you have to go on is context clues from the system notes on your transaction record (role, time, etc).

The context says bulk processing and per SA it seems that it is for User Events Scripts.

Bulk Processing usually means a native system process - there’s a bulk processing status page somewhere I believe where you can try to tell if there was one of those running at the same time as the JE was created.