LCR meter defect - preventive actions
LCR meters can't be used on live circuits. The LCR meter injects its own test voltage or current into the circuit and takes measurements using a sensitive circuit to determine the behaviour of the circuit using that stimulus. From the observed behaviour it estimates the LRC values. By using it on a live circuit you probably damaged the meter's own circuitry.


  I switched between the voltages while being connected to the circuit, could this destroy the device?


That would not have been a problem if the circuit had been powered down.