One of the problems with testing a Darlington transistor with a DMM is that they often contain resistors as well as the two transistors. The resistors are there to limit the gain at low currents and to reduce the chance of thermal runaway, so that leakage currents from the first transistor don't get amplified by the second transistor.
The result is that the Darlington transistor is in effect an integrated circuit, and testing it with a DMM is quite difficult.