@S13I just got my SDM4065A on Wednesday (FW 0.0.0.20), so haven't had much time to collect this data as of yet; although the meter has been powered on fully since then (21.0C ambient). I replicated your setup (2ADC range, 10 / 100PLC, AZ on / off) and see some similarities:
With AZ ON, 100PLC, and no REL, I am seeing <= +0.000045ADC. I have attached a picture for reference.
With AZ OFF, 100PLC, and no REL, I am seeing larger zero offsets around -0.000080 ADC, up to -0.000145 ADC, which is odd in comparison. Slightly out of spec it would seem. my 200mA range doesn't seem to be significantly different than the values I stated earlier.
I will put together some more data soon, but my quick testing has numbers very similar to
@Martin72 's post with the auto-zero enabled. Other than that, meter seem to be in spec for the most part.
Edit: Apologies, my pictures keep rotating themselves.