I don't know what your bench setup looks like but that shunt pictured needs both ends well insulted from each other. If the shunt is sitting on a support that contacts both ends of the bigger bolt connections that might provide just enough connectivity to negate the measuring shunt ability. If you have a digital volt meter with ohm capability check the ohm reading between the small screws in your setup. Should be some small value based on shunt published specs. If you provide the shunt specs I can probably calculate the ohm value you should read