Is there a way within DPA (9.0.147) to link a query to the user/login that executed it?
Yes, you should be able to drill into a specific SQL statement and use the tabs across the top to view all dimensions about it including who executed it, from what machine, OS user, etc. Now that may be tempered a bit if there's an application that's using a shared login. We view things through the lens of the database engine, so we rely on what the app is passing on.