If you implement your Connect-REST Request and Response Data Transforms using JSON Data Transforms, the raw JSON used for the request and response is available on the clipboard before the transformation in and out of the Data class instance is done, so you could intercept it and persist it for reporting if necessary.
If you've not seen JSON Data Transforms in use yet, configure a REST Data Source from App Studio and review the rules that are generated. This will show the JSON Data Transform's involvement in working with the raw JSON to map the response, but the reverse also works for requests.
I'm not aware of any such table. The use case for why the raw JSON needs to be persisted will be site-specific and therefore needs custom design and build.
I would challenge whether Pega is the right component of your Solution Architecture to be implementing this requirement. In other words, what is the business value to the Pega applications of capturing and reporting on this information?