I use the Hornady OAL tool and another tool called the C.O.L. E-Z Check from R-P Products 318-424-7867. Here they are shown together
The R-P is much better but your question is about the Hornady. Sometimes it is difficult to get consistant measurements and there is a learning curve. But it is pretty straghtforward. First you zero the calipers with the comparator attached
then seat the modified case in the chamber and push the bullet to the lands
lock the gray rod and retract. Measure with the comparator attached
or measure for OAL with no comparator
The measurements will be different and the comparator body itself will take up 1.00" after zeroing. There will also be a slight difference because of the difference in the headspace of the modified case and the headspace on your loaded case (if any).
But I don't understand why you think that there would be an error induced in the measurement because of the angle of the caliper being different from the tool and loaded round. Both measure close to the center of the case head and there should not be any differences because of that.