Alessandro - try using the MATLAB error's stack field to get more of the information that you may want. For example, you could do
warning('%s\n\nError in %s (%s) (line %d)\n', ...
ME.message, ME.stack(1).('name'), ME.stack(1).('file'), ...
to give you the error message, the name of the function where the error was generated, the file name, and the line number where the error of the error.
Note how the above code access the first element of the (perhaps) stack array. If there is more than one element, then you could presumably trace your way from the point at which the error was thrown (the first index) and move backwards through the call stack.
And if you really want the line of code which generated the error then you could use the file name and line number along with one of MATLAB's text reading functions to pull that information out for you.