You can easily measure impedances up to several thousand ohms using the S11 (CH0 or Port1) shunt method if you have a decent test jig (see group wiki for details). The higher you go the worse the accuracy. Here is a previous post on the sibject. Tests of 1K and 3K resistors attached.
This topic of measuring components and what test jig to use has been discussed many times in this group. This post should answer many of Observer's questions...