The latest 'release' version 1.2 of the DiSlord firmare has 7 save slots. It can be downloaded here (should be open to all):
(scroll to the bottom and select the .dfu for the -H, not the -H4).
If your nano has an SD card slot installed, it also allows you to save/restore as many as you like from the SD card. You can check this by carefully taking off the cover, and looking for the squarish metal SD card slot. Some later hardware versions had it pre-installed internally, others did not. If it is there, you can just plug in a compatible card and use it. If not, there is probably a spot for it and you can install one yourself if you are handy with such things. Search this forum for SD slot for information.
Two more options:
1 - Use the nanovna with your computer/laptop and NanoVNA-saver or NanoVNA-app software. These allow saving as many calibrations as you want on your computer.
2 - There is not a high degree of variation in calibration requirements across the HF bands, especially for normal antenna measurement activities. You can use one slot to save a calibration from 1MHz to 30MHz, then just 'zoom in' to your desired band by setting the start/stop frequencies. The nanovna firmware does a reasonable job of interpolating the calibration values. Splitting it into two, say from 1MHz-15MHz and 15Mhz-30MHz is better. Try this option. Compare it to the results you get from calibrating directly for just one band, and you will see that the results are very similar. You will want to do detailed calibration for when you need high-fidelity values of impedances, or for crystal measurements, etc. But for optimizing HF antennas, it is not critical. Note that the calibration won't change where the frequency dips occur (SWR graph), just the magnitude/phase of the values that create the graph - so if all you want to do is trim your antenna for minimum SWR, no detailed calibration is necessary.
Stan