FWIW, I just wrote a tiny library, `dyna-show.el',
that defines minor mode `dyna-show-mode', which
highlights occurrences of "special" (aka dynamically
scoped) variables.

It just uses `special-variable-p', which is limited.

From the attachment, you can see another limitation:
occurrences of a function, e.g. `font-lock-mode',
that has the same name as a dynamic variable are also
highlighted.

If it helps, good; if not, don't use it. ;-)

You can use it together with library `hl-defined.el',
which highlights symbols known to be defined as
Emacs-Lisp functions or variables or both.  (It can
also highlight symbols _not_ known to be defined as
fns or vars.)

https://www.emacswiki.org/emacs/dyna-show.el

https://www.emacswiki.org/emacs/HighlightLispFunctions

https://www.emacswiki.org/emacs/hl-defined.el