Sure, anything is possible, I have a non serial numbered, non proof marked luger on our site
legacy-collectables.com
Rare, well, it is unusal, but not neccesarily hugely valuable... All depends on how it looks now.
Many parts guns from armorer kits were put together over the years, no markings etc.
Also, why would a concentration camp have luger parts? They quit making lugers in 1942...
Ed