When you say you short winding, please specify the windings you shorted. Did you short the other two windings?
Normally, you short each of the other windings with a thick wire and then you measure the inductance across the winding of interest which is open (ie without a short on it). The measurement you get is the leakage inductance of that winding.
In your case, if you are to measure the leakage inductance across the primary, you have to short the secondary with a thick wire and the auxiliary too with a thick wire and measure the inductance across the primary.
If you are to measure the leakage inductance across the secondary, you have to short the primary with a thick wire and the auxiliary with a thick wire and the measure the inductance across the secondary.
And so on...