To give shape to the copper enclosure I took a plastic rod and milled it to have a planar face and two longitudinal groovings
After that I inserted in the bottom side of the enclosure a PCB with a conductive mesh soldered to it, this separates the heater from the resistor itself
After putting all in place, filling with oil at 45º and sealing the fill gap, this is the result. All the feedthroughs in the upper side are Tusonix 2461-001-X7V0-102PLF
I also took 4 golden binding post from a broken advantest R8340A I have, they are thicker than pomona 3770, so 40€ saved there.
Now I'll have to build container box, temp control, etc...