I have no access to the probe until tomorrow morning. I have not as yet tested to check if it's 2.2M ohms, which sounds like a very simple quick and dirty test and would eliminate it as real or fake instantly.
It's a shame, as I have a 3Ghz VNA which would be a great tool for testing the bandwidth, but the probe's impedance is nowhere near 50 ohms and that's what the analyser is expecting!
I've got a TDR board somewhere too with a 30ps rise time (IIRC).
All the comments are very helpful in giving me ideas as to how to approach the testing; keep 'em coming; thanks, guys.
Jinxie