I know this conversation has been stale for nearly a year, but just in case anybody else stumbles upon this looking for a workaround, I managed to come up with the following:

Basically, I'm adding a zero cost, or as close to zero cost as possible, arbitrary clause to my queries in order to give me a "spot" to inject my comments:

For selects, updates & deletes, you can add a where true /* comment goes here*/. E.g.
res, err := db.Model(&Model{}).Where("column = ?", value).Where("true /*action=delete,controller=controller,framework=go-pg,application=my-application*/").Delete()

For inserts, the best I can come up with is using the Returning("*") clause, which I'm pretty sure is not zero-cost, but it's a clause that we happen to be using in almost every case anyways, so no real harm done for us:

res, err := db.Model(&Model{}).Returning("* /*action=create,controller=controller,framework=go-pg,application=my-application*/").Insert()