Measuing HANTEK CC-65 current clamp time delay

Scope: HANTEK DSO-6074BC (www.hantek.ru)
CH1 (yellow) - current measurement at L, HANTEK CC-65 BNC 1mV/10mA
CH2 (blue) - Voltage measured at L, relative to EARTH (PE), T3100 1:100,
CH3 (purple) - Voltage measured at N, relative to EARTH (PE), T3100 1:100
RED - MATH - differential measurements or else.
Fully resistive load., no phase shift between current and voltage. Current causes voltage drop in N line. N line voltage is in phase with L, but the form is far from SIN wave.
No noticeable delay is found for CC-65 current clamp.