TRL Calibration
If I well remember (I made it few years ago):
Thru is zero length (although it is non zero) so no special requirements
Reflect is better to do with a short, for the reason you mention using an open.
Line should be lambda/4 in the middle of your frequency range, and you have to use (theorically) a different line for each octave you need to include into calibration.
So you will need 1-2GHz, 2-4 GHz, 4-8 Ghz 8-16 GHz, 16-32 GHz.... TRL is inherently not a wideband cal, but is very accurate.
A common practice is to add a match load for low freq range.
I hope it can help.
Mazz