This is set here:
If $wgAllowExternalReqId is true, it should be using the contents of the X-Request-Id header, otherwise it falls back on the UNIQUE_ID environment variable, otherwise it uses wfRandomString(24).
X-Request-ID looks something like c58328de-3387-43b1-abf9-11b26b7be474, which is distinguishable from UNIQUE_ID and the random string fallbacks, both of which appear to be something like YBM9UQrAAGIAAGSPhxUAAAAH.
The corresponding profiler code is finding HTTP_X_REQUEST_ID no problem, and profiles are being saved with this value to XHGui:
But looking at the Javascript globals on the page, I'm seeing a value in the form used by UNIQUE_ID and wfRandomString(), *not* X-Request-ID.
The net effect is that the "Find in XHGui" link is being populated incorrectly.