Again, thanks for real measurements.
I had real trouble finding/seeing a power ferrite past 10MHz so I thought only air-core would be suitable.
Looked at SMT ferrite power inductors from several manufacturers; TDK/Epcos, Murata, AVX, Vishay, Coilcraft, Wurth etc.
Most have no specs for frequency/SRF, the better ones start rolling off L at 10MHz and SRF 30MHz or less.
This is for 4.7uH-10uH and >10A. I'm used to permeability/saturation being prioritized over operating frequency, you want minimum copper (losses).
LTSpice sim with Wurth parts 744333, 332 and their RLC models;
It looks like qty. 7 of 6.8uH WE-HCC
7443320680 Isat 13A SRF=42MHz ferrite is good, as your the analyzer confirms. About $50 for qty. 14. Some Wurth HCC parts had losses at 20-30MHz, attenuation seems limited by the damping resistors.
An air-core part is the size of a can of beer and ugly with no coilforms to keep the windings from springing around. The commercial LISN has a machined-nylon former.
I could only see 1-1/2" or 3" ABS plumbing pipe as low cost but 10-14AWG windings would still move. So mechanically, the air-core is PITA- unless others have suggestions for OP.