Got an interesting question,

When measuring the "DC" voltage across the shunt, does your Keithly 2010 return the average voltage or the RMS voltage, given it's a PWM signal (unless the duty cycle is 100%) and we're using the DC range?

At a guess I'd bet that the CC ESC is using a PCB track as a shunt, +- 5% accuracy for hobby applications seems reasonable.

Cheers
Brett