So to leave here in case anyone else finds useful I tried an HP438A. The VNA talked to this fine, but it was a bit unclear what calibration factor to use. The value set was that for the 50MHz calibration source (using an 8481A sensor). The calibration seemed to use this single value over the whole frequency range and clearly at 3GHz the sensor cal factor is not the same as at 50MHz. I was expecting either to be able to enter a table, or to be prompted to change it at various points, but this didn't seem to be an option. It seemed to assume that the power meter did some automatic table lookup, but I've not used a power meter modern enough to have such a feature.
Alan