Thanks for reviewing the 4-wire short, you always get the shortcomings and that's what I appreciate!
Did them for my purpose on old Keithley, but thought it would be nice to share for others.
The plugs are soldered at the bottom, the screws are only to get the force out of the soldering joints. I take this as a kudos that the soldering looks that good, that they are not recognizeable
I am not shure if you pushed it into the Keithley completly, if not, that could cause bad contact. The changing resistance is normal, as there are thermal emfs that cannot be avoided. It takes around a minute to settle all junctions to same temperature, after that it should stay quite stable.
The Keysight really has recessed terminals, not shure if common bananas would make good contact
But nevertheless, the plugs used are a bit shorter than normal bananas and do not fit into this type of terminals.