You can get the names of the fields in the data source by looking at the
ActiveDocument.MailMerge.DataSource.DataFields collection.

For the names of fields used in the document, you could try something like
the following (after converting to C# of course). It inspects /all/ field
types. I wouldn't guarantee that it will find them all (e.g. it may not get
everything in the graphics layer) but it's the nearest I've ever got.

Sub IterateMergeFields()
Dim r As Range
Dim f As Field
Dim s As Shape
For Each r In ActiveDocument.StoryRanges
 If r.StoryType <> wdTextFrameStory Then
   For Each f In r.Fields
     If f.Type = wdFieldMergeField Then
       ' do whatever you need
     End If
   Next
 End If
Next
For Each s In ActiveDocument.Shapes
 If s.Type = msoTextBox Then
   For Each f In s.TextFrame.TextRange.Fields
     If f.Type = wdFieldMergeField Then
       ' do whatever you need
     End If
   Next
 End If
Next
End Sub

I would be interested to know if you have found a reliable way to deal with
mail merge main documents that cannot find their data source - typically
there is nothing you can do to prevent Word displaying a dialog box when
that occurs.
--
Peter Jamieson - Word MVP
Word MVP web site http://word.mvps.org/