I found that if I in the JMS receiver queue tick Specify Additional JMS Message Properties (Maximum of 10) and provide the name JMSReplyTo and the value Sting I can collect the ReplyTo queue name via a parameter in the operation mapping and the value of that parameter I can set to the Dynamic Configuration variable DCJMSMessageProperty0 in a UDF like this:
String x = container.getInputParameters().getString("replyToQueueName");
DynamicConfiguration conf1 = (DynamicConfiguration) container.getTransformationParameters().get(StreamTransformationConstants.DYNAMIC_CONFIGURATION) ;
DynamicConfigurationKey key1 = DynamicConfigurationKey.create("http://sap.com/xi/XI/System/JMS", "DCJMSMessageProperty0") ;
conf1.put(key1, x);
return "";