That shield connection is simply tied to the internal AGND of the DMM, over the shunt, probably the 100 Ohm one.
So it's not a true GUARD connection, and you could as well connect the shield to the LO jack of the 34465A, to achieve exactly the same shielding effect.
Very instructive, this setup, and your video, anyhow..
To make precision measurements on 10 kOhm and 100kOhm with OCOMP ON and especially a PTFE cable, you also should choose at least 1 second delay for 10k and 5 sec for 100k.
Otherwise, especially at NPLC 10, you would get up to several ppm error due to the high dielectric absorbtion of PTFE.
Frank
PS: I'm nitpicking on the terms 'GUARD' and 'GROUND', I know.
But I'd like to refer to Keithleys, 'Low Level Measurement Handbook' 7th edition, where the guarding and grounding is explained correctly:
download.tek.com/document/LowLevelHandbook_7Ed.pdf
Guarding (of the shield) aims to mitigate leakage currents, see page 2-6: 'By definition, a guard is a low impedance point in the circuit that’s at nearly the same potential as the high impedance
input terminal.'
Whereas grounding (of the shield) suppresses electrical field disturbances, and the potential of the shield is then, in contrast to guarding, at zero, or GND.
As the 3458A is mentioned also, distinct GUARD and analog ground jacks (the Lo jack, actually) are available, and these can be tied together by the front key.
It is not recommended at all to make a direct galvanic connection from case / earth ground into the measurement circuit.. that always leads to stray loop currents, which can hardly be controlled.