Steve,
Yes the connectors can make all the difference, as you would have seen
from the write-up I used BNC's and even though they were reasonably good
quality at the extremes just wiggling the connectors slightly to vary the
contact resistance ( and probably capacitance etc.) a bit can make dB's of
difference to the measured directivity. Thankfully this is not a big problem
under normal usage. Your PL259's would probably have similar effects though
possibly not quite as noticeable at the directivities and frequencies you
were looking at.

Paul. VK3DIP