Hi,
What ScreamingFrog is looking for is the actual UA-code on the site itself so in the code. But Google Tag Manager won't show this and will load GA itself via JavaScript which doesn't make it available for ScreamingFrog. That's why it won't show up for you. What you could do is set-up a custom filter in ScreamingFrog to check for the GTM code snippet so you can find out if you miss GTM somewhere on the site.