With the new original short, I calibrated the 34420A to 0 OHM and the value shown on the 34420A stays very stable between 0.000,000,0 and 0.000,000,1 even for days and with temperature changes.
When I install my self made LEMO short and let the instrument settle for a few minutes, the value shown is always between 15.9 around 18.6 uOhm, depending on temperature in the lab.
So, the pure copper original connector makes a difference.
But this difference is larger than I had expected.