I'm trying to build my own hackRF hw in essence for reverse engineering high frequencies.
To "reverse engineer
high microwave frequencies" you don't need 40GHz BW scope, nor 40GHz spectrum analyzer. Both are highly expensive & unnecessary overkill - most likely out of your reach as well. To receive signals, you don't use scope or spectrum analyzer but guess what? - Yes, radio receiver.
So what you need is microwave radio receiver. Most microwave receivers just downconvert microwave frequencies to lower intermediate frequency where it is easier to sample using lower cost receiver.
Let's say you want to reverse engineer 10 GHz satellite signals - then all you need is
Satellite Low Noise Block downconverter, (LNB) and some receiver which can receive IF frequencies coming out of it, usually in 0..2GHz range. Some people uses RTL-SDR dongle for that.
So you can reverse-engineer 10GHz microwave frequencies using satellite dish, LNB and RTL-SDR dongle (or HackRF/ADALM-PLUTO if you need wider bandwidth). No need to build 6..18GHz scope, for gods sake
Similar approach is scaleable to other frequencies, thou getting antennas, microwave LNAs and downconverters for other than 10GHz is tricky. Most likely you shall look for surplus microwave point-point equipment and scavenge parts from it.