All,
Thanks for the excellent information - so it does sound like step attenuator leakage is the culprit....which is not at all surprising given that it is a very cheap one ($40) that I purchased on Ebay earlier this year. I used it for some low power (-10 dBm to 10 dbM final RF output) WSPR mode experiments, typically at settings below 30 dB of attenuation, using an oscilloscope to verify the actual RF output power.
It's great to know that the dynamic range of the nanoVNA in the HF zone is as large as the S21 displayed values.
73,
Bruce