4395A tops out at 500 MHz, so a TRL fixture like the first one pictured is probably not practical---it would be large and expensive. But it is quite easy to build your own SOLT (short, open, load, thru) standards, and at 500 MHz they will be just as good as a commercial cal kit. The hitch is that you may want to calibrate your VNA with a known (commercial) cal kit first, then measure and record your DIY version, so you can derive the coefficients to plug in to the 4395A matching your DIY kit. If you search past threads in the RF forum here, this has been discussed pretty thoroughly.
Have fun!