do you have information which maximum PD capacitance can be handled by the HMC799?
Since I cannot see any option for external compensation.
A second question: Do you think FR4 would work?
You can use the s-parameter file in your simulation and see the combined performance with your selected PD capacitance. For the s-parameter file, please see the below question link:
I think FR4 would work, but I'd suggest you to keep the PD and HMC799 as close as possible to avoid any pulse shape distortion