All silicon capacitors are relatively expensive, they're specialty parts that generally go into expensive things (mmWave airport scanners, optical backhaul, etc).
I never understood why nF is less frequently used than uF or pF. To me, the logical thing is to express the capacity in units that are between 1 and 1000, like it's done with resistors and inductors.
No, not if you want 22 nF. That's a pretty substantial capacitance. It would need to be quite big on a PCB. That would mean significant inductance, and thus, bad performance at high frequencies.
Certainly not at these frequencies and corresponding high capacitance values; getting 22nF out of a PCB even with ECM would require quite a large surface area and at 220GHz you can't have that since your wavelength is so short; you'd just be making a giant resonator instead.
A mere 2.40 euros each!
Figure 1 block diagram