All very true. The only real detrimental effect of ripple current is capacitor heating, as long as the capacitor remains within its allowable maximum temperature, ripple current will be sufficiently low.
So try measuring temperature rise of those high frequency caps rather than the actual ripple current. Also, any current measurement will need to be a true RMS measurement to be meaningful, ripple currents are almost never sinusoidal.
As electricuwe says, inserting something in the current path can be very difficult and often misleading, especially on a compact multilayer circuit board.