The Delta reading based on the 0.4" dia datum or the 0.375" dia datum, gets you part way to the answers but doesn't account for full surfaces on the shoulder or the body.
The Shoulder Diameter alone can cause the difference between the Hornady and the Wilson, so checking both is better than not knowing about those differences but it would take all the body measurements to know the full picture.
If a case gage touches on just the shoulder datum diameter, it will likely give a very close answer to the Hornady bushing gage tool. If it references more of a surface and includes the body diameters, all bets between those two methods matching up are off.
Your technique is not to blame, it is a difference between the shapes of those Hornady gage bushings and the Wilson case gage that cause the potential major disconnect.
Many gunsmiths, will double check function with a dummy case and the chamber setup with Go-No-Go gages, and then add a layer of Scotch Tape to the back of a dummy case to see if the bolt closure is affected.
They can then do the same with those case gages to check to make sure their gages are picking up on a well formed case. (They, (Go-No-Go gages), are not necessary for casual folks, but many serious folks own their reamers as well as Go-No-Go gages and we can use them to cross check out other tools. Even having just the Go gage is useful.)
Some practice with a case that has been fireformed several cycles while using the tape trick in the chamber, plus the gages, is a good exercise. It is also good to check as many of the SAAMI spec datums as you can to see how well your dies and chamber are going to play together. For example those shoulder diameters I mentioned earlier as well as the 0.2 Datum if your particular design has one. Learn to track those diameters and lengths from virgin brass and after several fire form cycles while being careful to neck size only, then again after your first shoulder bump attempt. Remember, a caliper is okay for datum lengths, but you will want a micrometer for diameters, and more than likely one with blade anvils to make it easier. A regular one works fine in a pinch.
It is good that you are paying attention to details.