There are couple tools out there you can check or you can use the developer console to see if fonts or resources loading remotely to website.
But I know the best site for online scanning.
https://sicher3.de/google-fonts-checker/
This german site gives a free 50/page check a day you can use.
It detects 99% of the GDPR checks.
It is really really good but not perfect that’s why I didn’t want to give 100% 🙂
I use it al the time saves lots of time. Tells you if there remote fonts, remote .js or .css or anything not compliment the GDPR.
Enjoy.