So install tmux from the latest sources like explained here:
# download latest libevent2 and tmux sources, and extract them somewhere
# (thx bluejedi for tip on latest tmux URL)
#
# at the time of writing:
# https://github.com/downloads/libevent/libevent/libevent-2.0.21-stable.tar.gz
# http://sourceforge.net/projects/tmux/files/latest/download?source=files
#
# install deps
yum install gcc kernel-devel make ncurses-devel
# cd to libevent2 src
./configure --prefix=/usr/local
make && make install
# cd to tmux src
LDFLAGS="-L/usr/local/lib -Wl,-rpath=/usr/local/lib" ./configure --prefix=/usr/local
make && make install
# you're good to go, for a sample ~/.tmux.conf check out
# https://github.com/sturadnidge/misc/blob/master/.tmux.conf
NB: Kill old tmux sessions before running byobu again.
And then use the following setting in your $HOME/.byobu/.tmux.conf
set -g status-left '#{pane_current_path} '