Yes, your idea will work, but there are simpler ways to achieve the same thing.
Blackguards and Deathknights can cast paladin spells, so once you have True Polymorphed into such a creature, you can use paladin scrolls, and therefore cast Find Steed. You would retain the steed afterwards, as the steed only disappears when you either dismiss it or it drops to 0 hit points.
Depending on how your DM interprets True Polymorph, you could also simply polymorph into a 5th level paladin:
The new form can be any kind you choose whose challenge rating is equal to or less than the target’s (or its level, if the target doesn’t have a challenge rating).
However, this is a really expensive way to cast Find Steed unless you're a 17th-level spellcaster or higher, as True Polymorph is a 9th level spell. Also, you don't have access to True Polymorph unless you are (or know) a wizard, warlock, or bard (and you don't want to play a bard).
Another idea: Spell Storing.
This would achieve the same thing in a different way, and might be accessible to you long before you're able to access 9th level spells like True Polymorph.
You'd need to find a Ring of Spell Storing, a Shield Guardian, or a Moonblade, and ask a friendly Paladin (or Thief or Bard) to cast Find Steed into the ring, guardian, or blade.
From the Ring of Spell Storing description:
Any creature can cast a spell of 1st through 5th level into the ring by touching the ring as the spell is cast. The spell has no effect, other than to be stored in the ring.
This would allow you to later cast Find Steed yourself:
While wearing this ring, you can cast any spell stored in it. The spell uses the slot level, spell save DC, spell attack bonus, and spellcasting ability of the original caster, but is otherwise treated as if you cast the spell.
Third idea: Wish.
Why cast True Polymorph and waste a spell scroll when you can achieve the same thing using a different 9th level spell?
From the Wish spell's description:
The basic use of this spell is to duplicate any other spell of 8th level or lower. You don't need to meet any requirements in that spell, including costly components. The spell simply takes effect.
If you have access to 9th level spells anyway, why not simply wish for a steed?
Note that this idea will only work if you've taken levels in sorcerer or wizard.