Protecting Test Equipment During an ESD Test
The conventional wisdom is to not connect the interfaces to expensive test equipment during the ESD tests! 

Best strategy is to have your product equipped with loop back capability and establish product functionality based upon the success of that loopback working throughout the test. (My experience is that some classes of tests proscribed by agency requirements is that the equipment remain operational through the tests). Obviously the loop back has to happen at the end of the cables since typical application cables are must be installed on all ports during such tests.

If certain test fixtures are required make them with a robust design so that they have adequate protections. And bring a spare test set along to the testing lab so that if the fixture fails in the ESD test that you do not waste the test day and are able to continue to the other classes of tests on your product.