When it comes to measurements with VNA, my experience tells me that whenever there is a "dip" in the S11 parameter, your takeaway should be that there is a resonance there (this is how the bandpass of a filter or an antenna is most commonly calculated).
However, for circuits with very high Z, basically everything is reflected, so you cannot really use S11 to measure them. In fact different sources in literature indicate the "series/transmission" as the correct setup to measure a high-impedance DUTs, whose Z is then calculated through S21.
How can I identify the resonances in this case? In the following example I measured a big coil and saw both how its S-Parameters as well as the impedance calculated from them looks like. I do not believe there is a resonance by marker 1, but I might be wrong.