The leads are shorted out in the picture and I have set the DMM to zero
On that basis. If that is not what you meant then I’m not sure what you mean.
Your leads may very well be the problem in the first place! I think you do not quite understand the difficulty of the measurement you're attempting to have the device perform.
Assuming it follows the same ranges as the Keithley 2001, you're operating in the 200 Ohm range with a 100 µOhm resolution and a test current of 0.98 mA. This means that your meter is now measuring something in the range of 98 nV. (100 µOhm x 0.98 mA). Is it doable to measure this? Surprisingly (to some), yes. But thermal voltages are a significant issue when operating in this range:
http://download.flukecal.com/pub/literature/p18-21.pdfBut there's an even bigger hurdle, it's the uncertainty of the measurement circuit and the reference itself. Since I'm now particularly lazy and do not feel like doing error calculation math on a Monday morning, lets go by the dumbo approach to taking into account measurement accuracy. For example, the Keithley 2001 does about 50 ppm accuracy in its 200 Ohm range. So lets say we stick your 100 ohm resistor in there, 100 Ohm * 50 / 10^6 = 5 milliOhm. In other words, in a single measurement when performing no trickery (i.e. averaging) you simply aren't going to get a reliable number in the first place. It'll show you a number, but what it actually means is a whole different story. Now there are ways to get around these limitations, but realise that this is a dangerous path that risks getting you sucked down into the depths of metrology and soon you end up with a stack of 7.5/8.5 digit DMMs and calibrators lining your bench.
But even then, if you can, gauge the performance of the multimeter using a calibration short. They are meant to quantify the effect of the panel/interface/sockets/... during calibrations and directly short the multimeter pins to each other. An example of one:
https://eu.flukecal.com/products/accessories/test-leads-probes-and-clips/884x-short (Keysight makes better, and pricier, ones though.) And while these things might look like a simple PCB, the materials used are probably quite well selected for the intended application.