Identify site columns in lists

I figured it out by using PowerShell PnP:

#Parameters
$SiteURL = "https://YourDomain.sharepoint.com/sites/YourSite"
$ListName = "YourListName"

#Connect to source SharePoint
Connect-PnPOnline -Url $SiteURL -Interactive

#Get list and site columns to compare Ids
$ListFields = Get-PnPField -List $ListName
$SiteFields = Get-PnPField

Foreach($l in $ListFields | where {$_.Hidden -eq $false}){
    $counter = 0
    Foreach($s in $SiteFields){
        if($l.Id -eq $s.Id) {
            echo "$($l.Title) (Internal name: $($l.InternalName)) is a SITE COLUMN"
            $counter++
        }
    }

    if($counter -eq 0){
        echo "$($l.Title) (Internal name: $($l.InternalName)) is a LIST COLUMN"
    }
}