I repaired an 8591A for a friend two weeks ago, and he had the same problem.
In his case, it had lost its calibration constants due to a low battery.
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What caused the signal not found or LOCK OFF SRQ110 problem was that the units after a PRESET weren't dBm but mV, and also that the flatness data was empty...no value.
For flatness, I had entered a value of -1 for the entire band.
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After fixing these two issues, I was able to run CAL FRE and CAL AMP without any problems.
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I'm not saying this is the problem with your 8594E, but out of curiosity, do either of these two cases apply to you regarding flatness and units after a PRESET?