I recently updated my iPhone 6 to iOS v9.1, and found that iMessages being sent from my MacBook Air were no longer being sent from my phone number. Instead, they were coming from my iCloud email address.
I found the fix for this issue tonight. I had to re-associate my phone number with my Apple ID, following the steps given here (Apple Support > Link your iPhone number and Apple ID to use iMessage and FaceTime).
My phone number is once again showing up in iMessages and FaceTime on OS X.