You can make a very decent 50 ohm load using two 100 ohm 0805 SMT
resistors and an SMA PC-mount jack. Cut the center pin of the jack
down to a height about the same as the thickness of the resistors, and
solder the two resistors diametrically opposite, one side to the shell
and one to the sawn-off center pin. The ones I've made check out fine
up to a couple GHz...as I recall, better than 30dB return loss out that
far. I've found the 0805 resistors work slightly better than 0603s,
but as they say, YMMV, and unfortunately you probably have no good way
to check them.

You can make a decent open that's nominally the same electrical length
as the load by sawing the center pin off flush with the dielectric, and
a short by shorting the pin to the shell. Do it with a tiny disc of
copper foil if possible--but in a pinch you can use multiple lengths of
wire radially out from the center pin. All these things should have as
close to ZERO lead length as possible. At 1GHz, 1 millimeter is a
little over 1 degree of phase shift, with air dielectric, and more with
Teflon or other dielectric.

You can make a two-way levelling splitter if you are really careful.
For a two-way, it's an input port that connects to two 50 ohm
resistors, one to each of the two output ports. One output port is
normally used to drive the reference port of the VNA, and the effect
similar to the virtual ground of an op amp: the input port level is
know or controlled accurately, so it's a virtual zero-impedance point
there. Through the 50 ohm resistor to the test port makes for a
virtual 50 ohm source impedance. Again, keep lead lengths to zero, or
make any leads look like 50 ohms.

You won't get any VNA cal kits from HP these days...

Could be helpful to look for an S-parameter test set or a
reflection/transmission test set to go with your VNA. You can find
them on ebay sometimes. They can make life a lot easier.

Cheers,
Tom