What options do I have to measure directly impedance change (ohm) or deduce it indirectly from S-Parameters?
Since you're doing a 1-port measurement you can obtain the load impedance from \$S_{11}\$ which is equivalent in this case to the reflection coefficient \$\Gamma\$.

$$
\Gamma = \frac{Z_L - Z_0}{Z_L + Z_0}
$$

Rearranging this equation gives:

$$
Z_L = Z_0\frac{1 + \Gamma}{1 - \Gamma} = Z_0\frac{1 + S_{11}}{1 - S_{11}}
$$

which will be your load impedance relative to \$Z_0\$.

Regarding the fact that \$S_{11}\$ will be a complex number, in general load impedances that are real at one frequency will be complex at most others. At RF frequencies parasitic capacitances and inductances of components (loads) cannot be ignored.

Waveguides are not the same as transmission lines however, for most transmission lines a Transverse ElectroMagnetic or TEM mode of wave propagation is assumed. However, in waveguides either Transverse Electric (TE) or Transverse Magnetic (TM) modes of propagation are selected. The impedances of these modes are defined differently than for TEM lines. If you would like to know more see:

http://www.microwaves101.com/encyclopedias/waveguide-primer
https://en.wikipedia.org/wiki/Wave_impedance