I wouldn't expect to find any nickel at a scrap yard, except for what is alloyed in stainless
I believe plating and steel alloying are the largest uses of nickel, and any scrap generated in those industries is reused internally. There isn't much Joe Six-Pack hauls to the scrap yard with appreciable quantities of pure nickel. Some electrical contacts contain nickel, but again in an alloy.
If you can buy Canadian nickels at or close to spot, that's as good as it gets. .999 nickel in industrial form at industrial quantities will still cost you a couple bucks over spot. I've tried