do a burn test.
take snippets of the yarn
and a metal pie plate (or other fire proof surface.
place snippets in pie plate.
use a match to set yarn on fire.
does it smell like hair when burning ? (it might be silk)
does its smell like plastic? (might be nylon --it will also leave a hard plastic 'bead' as ash)
does it smell nice? could be rayon (a celulose/wood fiber) and it will leave an powdery ash.
(or try dying a snip in some water , food coloring and acid (vinegar)
does it take up the dye? (animal fiber a silk of some sort)
does it resist dye? synthetic or plant fiber.
try again boiling (use microwave) and SALT (or better SALT and BAKING SODA (and water, and food coloring)
does that work (a plant fiber of some sort)
no dye take up? (with vinegar or with baking soda? a synthetic)