Yes, do the test out of circuit. If the tirac is of any size - meaning current capability - then it should exhibit no conduction anode to cathode and reverse, same for gate to anode. But the conduction gate to cathode shows low resistance in both directions. There's no pn junction foreward and reverse visible. If it's not a dead short, it's probably ok.
I find I can switch the gate into an ON state using an Analogue meter (who remembers them..?) Red probe to gate, black to MT1. By carefully manoeuvring the probe on the gate onto MT2, I can then measure a short across the main terminals. Lifting the meter probes for a second switchs the Triac off, and a quick measure between MT1 and MT2 should now show open.