You can ignore the reported errors.
The errors occur because the MCU calibration expects the chip to be configured in a specific way, which is different than the configuration used for SNA.
There is no way of turning off calibration, and that’s why the errors are reported.
TX LPF is in the baseband path, before the upconversion mixers, so it is not attenuating the transmitted signals.
I think that the setup is not connected properly - LimeSDR Tx and attenuator should be connected to the port labeled OUT (connected to RX1_L in the picture you’ve provided), Rx should be connected to the port labeled DUT in the picture, and DUT should be connected to port labeled IN.
Rx should be connected to the port sampling the reflected wave, and since I couldn’t find info about the bridge you’re using, you might have to exchange 50 Ohm termination and Rx (REF and DUT in the picture).
Please read the VNA documentation on how the setup works.
Directional bridges are sensitive to impedance mismatch, so you might try using a 6 or 10 dB attenuator between bridge and LimeSDR Rx.