We receive hundreds of messages every year claiming that something is wrong with our EFHW transformers. The common complaint is about the DEAD SHORT circuit across the SO-239 connector measured with a multimeter. In fact, it MUST be a DEAD SHORT between all connections on the box since primary and secondary winding share the common connection at the shield of the SO-239 connector. The multimeter measures the connectivity at DC with a 9-Volt battery inside, and of course, it will be a short circuit if you look at the schematics of the transformer in the following image.
In order to test the RF transformer, You need an RF source like a Handheld analyzer and resistor of 2500-3000 Ohms connected to antenna wire connection and another end to ground lug/ Shield of SO-239 connector. Remember wire should be disconnected and placed further from the transformer. Then sweep the SWR from 3-30MHz and depending on the type of resistor and its leads, the curve should be in form of a shallow W shape with VSWR peaks no higher than 2:1, just like in the following image