I guess you solved it but was hoping for a simpler solution.
I saw somewhere that you can obtain coordinates from the find my drone feature while it's still flying but couldn't get this to work (perhaps this is not a feature in DJI FLY).
You having said that brought to mind "captions" or video subtitles in the camera It adds them to video maybe as an SRT flile or embeded. When you play the video back you can display from memory Lat and Long.