For evaluating cables I normally just do a S21 log measurement, which is somewhat of a "catch all" test for losses due to impedance problems, cable defects etc. I only calibrate with a "through" measurement (with a union connector in place where the CUT will eventually be placed). Then I make the S21 log measurement with the cable being tested in place (where the union connector was during the through calibration). The frequency range depends on the needs...but higher frequencies near the nanoVNA upper limit will certainly be more sensitive in terms of detecting differences in cable performance.
