So they are saying that the 3 meters I compared it to are not accurate and all have the same error?
You haven't listed your exact measurements here, but from what you did say, I'll assume you are saying that your SDM3065X read 5.00500V and 60.0150V when your Fluke 187 read 5.0000 and 60.000V, respectively, or something close to that, and that your PSU and 'generic DMM' pretty much agreed with the Fluke 187. While the PSU and generic DMM (what is it, actually?) agreeing with the 187 probably means something statistically, you probably need something more concrete to go on. Clearly one of the two precision meters is reading incorrectly or you have made an error.
I agree with Kleinstein that Siglent's response seems a bit murky, especially because they do not specify what their 'calibration stand' is nor can they apparently supply measurements from it. It seems quite odd that you would take a meter off of a calibrator to check it with a PSU. However, if they checked it against an HP3458A, that would trump your 187! I suspect that their results are correct and your meter is actually in spec.
Rereading your posts, I cannot find any explicit mention that the meters were connected
in parallel at the same time when you were comparing them. If you connect the 187 and 3065X in parallel to a PSU, I would expect them to read the same within their specifications. The interaction that Kleinstein refers to--which I have observed in other meters, even with a calibrator--is not too likely to be an issue in this case because the 187 will not inject any noise and it has extraordinarily good normal mode rejection. Whether a 3458A would bother the 3065X or vice versa, I don't know. In any case, you can use one of the logging or graphing functions on the 3065X to see how stable it is. What would be an issue is if you are connecting them sequentially, then they might load the PSU differently--especially if the 3065X is in high-impedance mode by default. The 187 (and likely your generic DMM) present a 10M load to the PSU, the 3065X would be virtually infinite in high-impedance mode. I don't know how your PSU reacts at such small loads, but when you get it back, I would try again with all the meters in parallel and perhaps a load resistor of 1K or so.