Lightroom’s built-in watermark tool does not provide the kind of dynamic text you want for filename + virtual copy name. Based on the community answer, the practical solution is to use a third-party plug-in such as LR/Mogrify 2, which can add text overlays during export and is reported to work with current Lightroom versions.

So, if you need each exported test print to show identifying text automatically, a plug-in is the best route rather than Lightroom’s native watermark feature.