Is there a way to test a URL and identify which page rule it triggers?
I don’t think so. If you for instance visit a URL and it is redirected by Cloudflare from http to https, it could be because the general setting is on for Always Use HTTPS, or because there’s a page rule for that URL (or a group of URLs) enabling that feature. As far as I know, there is no external indicators, such as headers, that tell visitors which page rule is being applied.
Page rules should be ordered from the most specific to the least specific, as only one PR applies to each URL. So if your site has:
Setting: Security: High
Setting: Cache Level: Cache Everything
The second would will only apply to URLs outside of /wp-admin/. So ordering is essential to assure that page rules apply the respective settings only to the desired URLs.