LeCroy does or did offer an accessory that allows their probes to be used with a standard scope. Keysight and Tektronix also offers this for some of their probes. I have yet to find a used one for mine.
I would think to measure a probes impedance you want to have a fixture that you can remove all the errors right to where the probe attaches. No added 50 ohm termination, no Ts, no extra length... Your option 3 with an open that had the reference plane matched to the SOL standards, then just measure S11. For low frequencies (GHz ish) I would just use those coplanar waveguide boards. Then attach the probe in place of where the two 100 ohm resistors attach. Beyond about 1.5GHz, I wouldn't trust it.
Where my low cost VNAs don't have good return loss for port 2, the old PNA is another story. Still just to see the loading effects between those two probes, good enough to use the Lite.
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I should add that when you measure the impedance, you need to choose the proper method for best accuracy. Depending on the range, you would use the shunt, shunt thru, or series method. In your case, you may want to use two different methods to cover the range.
For BW, I would still stick with the terminated coplanar waveguide, but in this case, I have one from LeCroy. The T adds error. Same with the custom terminator. Consider cal'ing at the end of the waveguide, then leaving the cal standard attached when making the measurement. You just want to know the probe. Hope this makes some sense.
The other test would be to just measure some basic digital signals and compare results.
I had told a friend about your project and projected selling price. I looked up the current cost of the PP005 on Digikey and even that probe would cost more. So yes, I think your target price is still very fair, assuming the probe works. Let me know once you have these first set built up.
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Reminds me of my attempt to replicate someones experiment where they attempted to measure the capacitance of some resistors. Far away from 50 ohms....
https://www.eevblog.com/forum/rf-microwave/shunt-capacitance-of-1206-smd-resistors-jeroen-belleman-december-2010/