How can you damage DMM if you haven't discharged a capacitor?
The multimeter says CAT III 600V for the capacitance measurements, however, usually capacitance measurements on a meter injects charge and then measures the response (sometimes a frequency and then measured response). Either way these are sensitive measurements and probably use different circuitry than the voltage measurement and are not equipped to handle high voltage. 

In the manual it specifically states to not use the capacitance measurement while powered or charged:


  
  Switch off the power supply to the circuit and fully discharge all capacitors
  Before measuring capacitors (especially for high voltage capacitors), please fully discharge them
  


Odds are you have damaged the meter because the instructions were not followed. It's kind of misleading to say you can put 600V on the probes on the outside of the meter, but the manual shows that its a bad idea. They should put a voltage range on the capacitance measurements. Always follow the manual.