You are looking for the DataFilteringSelection class which you can find in the api here: http://stn.spotfire.com/dxp/html/AllMembers_T_Spotfire_Dxp_Data_DataFilteringSelection.htm
I've trimmed down your code to just the section asked about as you may need to revise the rest a little as 'myPanel' will no longer be a FilterPanel.
for pg in Document.Pages:
print pg.Title # the page name
myPanel = pg.ActiveFilteringSelectionReference
print myPanel.Name # output is the filter name
To test this I created a file with 4 pages: Introduction, Solution 1, Solution 2 and Page; and 2 filters: Filtering scheme (1) and Filtering scheme (2). Everything used Filtering scheme (1) except Solution 2 which used Filtering scheme (2).
Here is my output:
> Introduction
> Filtering scheme (1)
> Solution 1
> Filtering scheme (1)
> Solution 2
> Filtering scheme (2)
> Page
> Filtering scheme (1)