Share your experience!
I will only go by guessing you might have smart call handling enabled.
You should get in touch with a staff member as we don't have Z3's:
http://talk.sonymobile.com/t5/Welcome/Community-users/m-p/634967
As you say, when you receive a call that has been forwarded you will only see information about this see for a couple of seconds when it starts ringing. The call list will not show if a received call was forwarded and i'm afraid i don't know of any way to change this.