I use the Services menu to save clippings from the web into Scrivener, but cannot find a link back from scrivener to the source web page. Is there one? Should I be doing things differently?
No - there’s no way for Scrivener to know where the clipping has come from, unfortunately.
If you drag the URL into the document’s resource list that’ll save the URL for you. It does require switching to Scrivener, however, which I assume you’re avoiding by using the service.