Such artifacts are typical for mTRL using the common line procedure discussed in . Basically, at each frequency point the algorithm is trying to decide which pair combinations of the lines are the best. If you don't correctly design your line lengths, such discontinuities will arise. I recommend you to design your mTRL kit based on the microwaves101 guide: https://www.microwaves101.com/encyclopedias/trl-calibration
One thing you can do is to check the normalized standard deviation.
This is basically the elements of the covariance matrix the algorithm uses to combine the results of the pairs. If you see spikes there, then the problem is indeed the ill-designed lines. Skrf mTRL already offer this parameter. you check the example and explanation here: https://scikit-rf.readthedocs.io/en/latest/examples/metrology/Multiline%20TRL.html
In my repo I offer two mTRL implementations: i) my own mTRL implementation (different approach from ). ii) the traditional multical mTRL (i.e., ). Try both of them and see if you get the same results as in skrf. Btw, the notation I use is similar to skrf, but not 1:1 the same (check the example).
hope this helps!