Ah ha! Progress is being made! I set the 8566B to 3 GHz, 10 kHz span, and low and behold, a little 4 dB blip showed up right at 3 GHz. (Sweep rate is slow so I have time to hit "Peak Search" and grab a photo before the next sweep.)
Also, I connected my Anritsu to the 1ST LO out, and as to be expected, 3.321 400 GHz.
So the great news is, everything is working! At least somewhat, enough to know the main components of the RF section aren't dead. It just has a very, very weak signal that disappears in the noise floor unless it's set to a very narrow span. I checked the attenuator and as expected, it's working fine.
So, once again, on to the next thing!