How to measure the power consumption (security protocol)

If the Arduino can't start when you're using the middle socket then it is surely a blown fuse that is to blame.

From the reading you're showing the current is 0.3 mA, which isn't much. Try to change the setting to 20 mA or even lower to see if that gives any useful reading.

The manual says that you must use the middle socket on the meter for measuring less than 200 mA so you'll probably not get any accuracy from using the 10 A socket. You need a new fuse.

Also I fear that your meter is not accurate enough to measure any change in power consumption, but you'll just have to test it.

Also if you need to find how much power the board is using you need to measure the voltage while you are measuring the current. Note that when you use a significant amount of power the voltage will often drop.

If you get the meter (or meters) working what is it you are trying to measure? If you are trying to find the difference between two algorithms you must make sure that everything that is not essential is switched off. This includes LEDs and any circuits outside and inside the MCU that you don't need. If the algorithms do not take the same amount of time to complete you may be more interested in knowing the energy consumed than just the power.
When the Arduino is not doing anything (e.g. when using delay) it still just consumes power. You should consider setting the Arduino in sleep mode when it doesn't do anything useful (if that makes sense for your application).