I haven’t looked up this Digikey part, but I presume these are 2 terminal resistors, in which case you will never achieve anything like 20ppm for a 5mohm shunt. Why so?
Copper has a TCR of ~3900 ppm/K, As a 2-terminal device, this resistor must have some ‘lead resistance’. Let’s assume that the copper ‘leads’ contribute only 0.25 mohms, that’s a very small resistance indeed, but it’s still 5% of the total resistance of 5 mohms, so the copper will contribute (5%x3900) =195ppm of TCR! Enough said? If you repeat the calculation for a 10K or 1K resistor then you find that the TCR effect of the leads is rarely an issue, but for 5 mohms it’s a different story, and you will never get decent TCR without going to 4-terminal construction.