Thanks for posting to the forum. Normally you do not have to make changes to pass the CID on a PRI to SIP call, but not every deployment and piece of equipment is alike. I see that there is some information in the SIP FROM: header which is pulled from the ISDN Setup message:
It looks like the PRI setup message is not in the debug. If you provide the entire call, I can make a suggestion for you. Also, this is a straight outbound PRI to SIP call right? Not a call forward scenario?