Its low Vin. Either low even when unloaded or it current limits with heavier load and drops. That is probably why you don't get enough voltage across R1 as you up the current setting.
Is that simply a passive filter external raw PSU with RC and common mode chokes? If yes its normal to drop on its RC as you up the current load.
That's a very good DMM. Top of the Brymen line. They also introduced a midrange model, BM789 it is called. A friend got one recently and I played with it, its nice enough. Not dual display as yours, but smaller in dimensions.
We once more learn its first things first to examine like voltage source type reaction for how much load current before we suspect issues with active parts, oscillations, etc.
What happened to this Mastech's case bumper? Some external element corroded it or it broke down by itself with time like foam does?
Now the PSU without RC so C + common mode choke measures at the output 192mV vs 9.2mV with CRC+common mode choke!!!!
A lot more of ripple. Feeding Cronus 150mA & Simple DSD Modulator 600mA It's normal a ripple of 1.9mV AC?
It's C1 at Ubib, not enough?
PSU
Now = 10.000uF // CMC
Before 10.000uF // 3R // 4.700uF // CMC
C1 Ubib
Now 1.000uF
Before 2.200uF