Calculating THD where peaks are not exact harmonics
Jitter should pretty much be zero-mean, otherwise it'd be a frequency offset.

I've zoomed into your screenshot and it seems the horizontal distance between two points in the FFT plot is about 5 pixels, and your picture happens to be 1000 pixel wide – wild guess, this is an 256-point FFT.

In that case, the frequency bin spacing is $\frac{f_{sample}}{256}=\frac{111\,\text{kHz}}{256}\approx433.6\,\text{Hz}$; that explains why you see an "unsharp" peak for your fundamental, and why your harmonics don't happen to land in exact multiples of where you presume they should be. (The wide peak is just leakage in action – oscillations that don't fit in one DFT window of observation leak energy in multiple DFT bins.)

Either, use a signal frequency that is a multiple of the resolution calculated above, or change the sampling rate or DFT length. Simple as that: make your oscillation fit an integer time in the 256 sample points that your DFT is long.

Generally, you'll get finer frequency bin spacing and a more accurate PSD estimate with larger DFT sizes – so, if your scope allows you to somehow export a couple thousand points to your PC, just do the frequency analysis there; it's really not that hard using python these days :)