Is it permissible to accept money given without being asked, while doubting it is from zakat, and feeling embarrassed to refuse, knowing there is a hadith that permits taking money if it is not from begging or yearning?

It is permissible to accept a gift unless it involves begging or a yearning from the soul. The majority of scholars deem it desirable, unless one fears being indebted, in which case it should be refused. If circumstantial evidence indicates that the money is Zakat and you are not eligible for it, then it is not permissible to take it, as Zakat is not lawful for the rich. Acting upon circumstantial evidence is agreed upon among jurists.