You could try a spark test.

I've not found sparks work particularly well, probably because I haven't learned by sparking known metals or because the system doesn't cover the huge range of alloy steels available.
I came seriously unstuck as a beginner because workshop gremlins ensured my entire collection of scrap-metal was difficult to machine. All of it was horrible! Not surprising, because modern manufacturing selects metal to suit their design goals, and then heat-treats or plates. The result can be scrap that's downright unfriendly.
My test now is to stick a sample in the lathe and try and turn and face it. The difference between Free-cutting mild-steel and a difficult alloy is very obvious. The first cuts to a good finish without fuss. Difficult alloys are extremely hard or soft, with any combination of very tough, gritty, easily torn, grabby, crumbly or smeary. Some are just a bit tricky to find the right cutter geometry rpm, feed-rate and depth of cut. Others refuse to produce a decent finish, or rapidly blunt tools, and a few are impossible. Now I prefer buying known metal. When tempted by scrap, I dump it as soon as it proves difficult – it's not worth the trouble.
Much depends on where a scrapyard gets metal from. One serving an area full of machine shops is much more likely to have machinable metal than those taking scrap from domestic or specialist manufacturing. The latter might even be risky to cut – Magnesium, Beryllium, Cadmium etc
All my local scrapyards are hobby unfriendly. They buy metal, but don't sell to punters. Browsing in the yard is definitely not allowed – razor wire and dogs! Others are luckier. A friendly yard might have a hand-scanner to accurately identify whatever elements are in the alloy, and might be persuaded to use it, especially if the customer is a big spender!
Dave