Did you put a 6 dB attenuator on both the TG and the SA? It should align fairly well.
If you want more dynamic range, you could amplify the TG output. A good amplifier that covers your frequency range would eliminate the effect of SWR on the TG side. A gain of 10-20 dB, followed by the device under test, followed by a 10-20 dB attenuator to the SA should preserve dynamic range and give you excellent return loss on both the input and output for your device under test.