Check if GroupBy Key exists

I'd use a Lookup<TKey, TElement>:

var itemTypeLookup = dataItems.ToLookup(item => item.ItemType);

Now you can do both, check if a key exists and get the items without querying again:

bool typeExists = itemTypeLookup["sampleType"].Any();

The advantage over a GroupBy is that you can access it as often as you want without executing the query again. The advantage over ToDictionary(after GroupBy) is that you can access non available keys and you get an empty sequence whereas a dictionary indexer throws an exception. You can't mutate the loookup afterwards and you can use it for LINQ queries because it returns a sequence. Apart from that a lookup and a dictionary are similar and are both very efficient.

var myGroups = dataItems.GroupBy(item => item.ItemType);

var exists = myGroups.Any(x => x.Key == "testName");

You can use the Any method of linq, it saves time as it will stop searching as soon as it finds a match.

Commonly, you would transform that grouping into a Dictionary<TKey, TValue>. You can do so like this:

var dictionary = dataItems.GroupBy(item => item.ItemType)
    .ToDictionary(x => x.Key, x => x.ToList());

If you want to check whether a key exists in that Dictionary, just use:

bool keyExists = dictionary.ContainsKey("someKey");

I think in this case you don't need transform grouping to Dictionary and search will stop on first occurrence of the item with key which is needed.

bool exist = myGroups.First(x => x.Key == "keyName") != null;

Assuming you mean that you would like to check a bunch of keys

Yes, I have a list I expect and then I want to look to see if they have been returned.

Here's one way to check if ALL expected group keys are present, arguably not very efficient:

var dataToBeGrouped = new []{4,4,1,2,1,2,1};

var grp = dataToBeGrouped.GroupBy(z => z);
var allKeysPresent = grp.Select(g => g.Key)
   .OrderBy(k => k)
   .SequenceEqual(new[]{1,2,4});

Where new[]{1,2,4} is the set of ordered, expected keys.

As an alternative to ordered checking, you could create a set of actual keys, and then ensure all are present:

var keysToCheck = new HashSet<int>(grp.Select(g => g.Key));
var allKeysPresent = new[]{1,2,4}.All(k => keysToCheck.Contains(k));