You can skip 95% of the "ghost hunting equipment" out there. If you're measuring RF spectrum, the best tool for the job is an RTL-SDR dongle on a laptop, with a good high-quality antenna for the band you're targeting. Whole setup, including software (open-source) will cost you less than $50 USD if you do it right.

You can use a lot of the same software and a good quality microphone to measure the infrasonic and audible spectrum. But keep a separate digital recorder as well, which can be relatively cheap or very expensive depending on the quality you're looking for.

IR spectrum will require a thermal camera, which again, can be cheap or expensive.

Visible spectrum = handheld camera, security cameras, etc. Depends on how extensive you want to get in your recording and how many hot spots you're targeting.

Interesting question. It looks like this might work, but I haven't tested it.

Buy this https://amazon.com/dp/B0BMKB3L47

Plenty of Youtube videos on how to use it, including encrypted and trunked radio.