I think you're oversimplifying this. Lots of RF research is done with a DAC, an ADC, an FPGA, and a frontend made of discretes (sometimes also with off-the-shelf boxes connected with SMA connectors). A lot of power electronics research is done with microcontrollers and discrete parts. Digital circuits research often stops on an FPGA or in a simulator.
You can do a lot of actual original work without a fab.
Can you recommend some good resources (books/videos/etc.) for studying RF Engineering and doing RF Research by oneself?
Assume beginner knowledge of relevant mathematics/electronics and good software skills.
Am interested in both the practical side (eg. build a SDR from components) and the theoretical side i.e. the Physics/Mathematics to explain it.