Measuring nanoamp range current consumption
I've solved a similar problem by switching shunt resistors, e.g. 0.1 ohms (switched) in parallel with (in my case) 10 kilohms. 

In normal operation I measure voltage across the 0.1 ohm shunt. At 400mA that drops 40 mV, which is small compared with the variability in battery voltage.

When the equipment goes to sleep, I open the switch and measure voltage across the 10 kilohm shunt. That was fine for my purposes; hundreds of nA. Adjust values to suit expected current range and voltage measurement equipment, adding a third shunt if necessary.

If it wakes up with the switch open, and 10 kilohms in series with the power supply, it'll crash, of course. So don't do that...