How to remove film from stainless steel pan
As others have already said, it appears to be polymerized oil. It happens when oil is left in the pan hot for a long period (temperature depends on oil), or smoking for not as long. However, lye probably isn't required to remove it.

Bar Keeper's Friend and a bit of scrubbing will probably manage to take this off. As an advantage, while getting BKF on your hands will dry your hands out, it won't cause injury—unlike lye.

Alternatively, a scouring pad and plenty of elbow grease will take it off as well (though will also leave shallow scratches in the stainless—it'll not be polished anymore). Or, similarly, a sanding block or sandpaper.

I wouldn't put an aluminum core stainless (or tri-ply) in an oven on the self-clean cycle. Those get very hot, somewhere around 900°F, and I'd not at all be surprised if the pan warped.