When calculating the Nyquist frequency should carrier frequency be included
You are correct: a 400 MHz signal needs to be sampled at least at 800 Msamples/s, and that is either impossible or extremely expensive. However, this is not the entire story:


Under some conditions, you can do bandpass sampling, where the sampling frequency is lower than Nyquist. See more at https://en.wikipedia.org/wiki/Undersampling.
You can do analog bandpass filtering and down-conversion to some intermediate frequency (IF), which can then be sampled at reasonable cost/complexity. See https://en.wikipedia.org/wiki/Intermediate_frequency.


Most amateur digital radio receivers I'm aware of use the IF approach, and some also do bandpass sampling. For example, the RTL2832 can only sample at 2.6 Msamples/s, but it can receive signals at up to 2.2 GHz or so. If you see the device's datasheet, you'll see that it supports several different IFs.