When you say "my AT825 is showing 0.45ohm too small value", what is the resistance you are measuring?
You say they are high precision resistors, but an error of 0.45ohm could be a significant or insignificant percentage of the total value.
When I asked "What do you measure with a direct short?", I meant what was the display value? Resistance and reactance?
As TurboTom mentions, you should use 4W measurement with a shorting bar to ensure good contact but with separate contact points for source and sense. Doesn't the AT825 come with a shorting bar?