Can i get steel directly from the steel mill?

You may, if you have a big enough order, but you have to keep a few things in mind.

First you have to understand that the fabrication shops buy raw steel all the time, thousands of tons at a time.  Over time they have established relationships with the steel producers who are interested in keeping their steady customers.  If you come in to the mill with a one-off order, you may not get as good of a price the fabricators pay. 

Second, what is your definition of "large quantities"?  The steel mills are not rolling all the steel palate thicknesses they have in their catalogues all the time.  Because it takes a long time to set the rolling mill to produce a particular shape the mills typically wait until they have enough orders for a run of at least several weeks.  You may have to wait for months for the mill to roll the plate you need until several fabricators order a few tens of thousand tons of the same grade and thickness as you for a few large projects.  

On the project I am currently working on, for example, we needed almost 3,000 linear feet of pipe piles.  To preserve the schedule we had to go to the next highest wall thickness because it was more readily available.  Otherwise we would have had to wait months to get the piles. 

On the other hand, the fabricators usually carry stock of different sizes of steel plate, and if they don't have it on hand, they can call other fabricators to locate it.    

Third, do you have the equipment, facilities and personnel to cut your custom steel plates from the raw steel? It's not just waving an Oxy-Acetylene torch around.  You will need hoists to handle raw materials and finished product; you'll need machine tools to cut the steel, especially if you have a relatively large production run.  Those plasma cutters are expensive.   

off the cuff

i suggest, to try  at ship breaking yard.

armoured vehicle manufacturing facility or scrap yard.

i dont see why not

Ask for a quote from the steel Mills I don't see why they would have any problem selling to you