Update on In-Field-Scan adventures: Following my message, Intel has now published In-Field-Scan "scan tests" firmware images for Emerald Rapids (Xeon 5th gen), and updated the Linux kernel documentation accordingly.
Still missing are the images for already released CPU families Sierra Forrest and Granite Rapids (Xeon 6th gen). 4th gen Xeon (Sapphire Rapids) won't have a public release of the scan tests firmware images.
They can still do the Array Built-In Self Tests (BIST) which require no firmware at all to test L1/L2 caches, register files, and (SRAM?) data arrays.