I have the bits together to make a wet calibration well for RTD's, Thermocouples and other sensors.
Air is a terrible medium for heat transfer you also need to design carefully for keeping the chamber homogeneous but then with stirring or airflow comes weird variations or without comes temperature gradients (neither are great) so I would suggest you are never going to get near the sorts of accuracy you are chasing using air.
Will take some photos tomorrow of the bits I have but for a chamber I have imported a 2L twin walled s/steel benti (food) box off aliexpress. The wells are some very phallic objects
The basic plan is 4 wire RTD as a reference with up to 6 other wells around it. Crude version in absolute terms search for "fluke triple point cell" to get a reference at 0.00 deg C. These wells would contain IPA for most readings but as they are capped and submerged in an ice bath air given time and suitable insulation on top would still give some good readings or the well could even be packed with a non electrically conductive substance (silica or sand?). Due to the nature of the vessel adding an element to the bottom and some control should allow multi point calibration using deminerilised R/O water to hit a 100 degree point and checking along the way.
In theory it could be driven below zero and well above depending on the medium chosen in the vessel. I have been looking at some silicone oils for the higher temp purpose.