Bruce
What you are seeing is leakage through your attenuator. Attenuators intended for HF work and below, especially those with a network of mechanical switches and resistors, often display this behavior. The higher the frequency the more the leakage around the attenuator.
Measurement of the Nanovna dynamic range is simply a matter of reading from the screen. It is defined as the difference between the level shown on the screen when port 0 is connected directly to port 1, and the level of noise shown in the screen with nothing connected to port 1. This would be measured using Logmag format and looking at CH1.
The dyhamic range decreases with frequency due to the output level from port 0 decreasing as well.
WA8TOD