Apparently not. At least not in my initial crude non-scientific tests (see pics below). BTW this is a continuation of the discussion in another thread which was totally hijacked starting on second page:
https://www.eevblog.com/forum/testgear/the-uni-t-ut33c-or-d-how-good-they-are/15/First abuse involved applying to a car type battery while set up for ohms measurment. No detectable damage. Meter still works fine in all ranges. Then tried it in milliamp range. This time meter stopped working. Later verified fuse was blown which is to be expected.
Next came shorting directly across the battery with probes plugged into 10a jacks. Range settings do not matter under these conditions because probes are essentially connected only to the shunt which is really a dead short. No bright flash, explosion, or shrapnel. What did happen was NOTHING at first. Even pressing hard to ensure good contact.
I put the camera down and checked battery voltage with another meter in parallel (set to measure VOLTAGE!). It drops from 14.3v to a little over 14.1v indicating considerable current drain but holding up well. For about the first 20 seconds no indication anything was amiss except probe handles heating up. I'm sure the cables themselves were getting real hot but holding probes and camera not enough hands to check.
Then the cables started squirming and a few seconds later hints of smoke. This went on for about another half minute after which the smoking got serious. At about a minute and a half the smoking decreased until after another minute no hint of smoke or heat. I assumed at this point one of the leads had opened and verified using the same meter with new fuse and another set of probes. See photo below of the obvious damage.
I also experimented with applying lines voltage in a variety of incorrect settings. results were pretty much the same as smjcuk in that other thread:
I just stuck one of my UT33As on an extension block in the kitchen across live/neutral and poked it on ohms and turned on the mains. No explosion, no lead heating. Ohms range still works. Turned off, switched to amps, fuse popped instantly as expected.
I don't recommend you do this, but it at least it is a data point.
We are talking dead short across 240vac, serious abuse. Blown fuse but no damage to meter or probes.
So being much braver than him (and meter that did not cost even one penny) I decided to see what happens there but with probes plugged into the 10a jacks. Unlike with the battery there WAS a bright flash this time but no damage to the meter or leads because the six outlet strip breaker tripped. Reset breaker and one more time same thing, flash and nothing except some pitting on probes.
I do believe the videos of exploding meters are real and have no doubt top end products like Fluke are much safer under those conditions. However we're talking kilovolt potentials with nearly unlimited current. That bank took up half the room. Strictly a scientific curiosity. Nothing anyone using one of these cheap meters would conceivably encounter.
No doubt playing around with mains is dangerous and unless you know what you are doing make no attempt. Grabbing the wrong wires or careless handling of a tool can be fatal. However IMO the fear mongers go a bit overboard with warning to never use cheap meters for anything except low voltage and low current. I'm convinced ratings manufacturers put on these are reasonable and personally would not hesitate to use them as designed. Certainly in the case of Harbor Freight or Uni-T products. Like any tool though misuse can have tragic consequences so be careful and make sure you know what you are doing.
update: I did some kilovolt testing of the above meter but joeqsmith did a much better job on a similar Harbor Freight cheapie so I hope he don't linking it here:
Not as entertaining as ones posted in this thread from Dave, Fungus, the Fluke guy, and others but unbiased objective reviews do have a place too. Probably most out there, by taking note of demeanor and body language, can judge for themselves where these fit in that respect.