How to measure power consumption of battery (Li-On 18650) charger module (TP4056 and USB Boost) and the total power consumption, ...
Method 1. Take a USB lead and access the power feed wires.
Break the V+ wire and insert an ammeter OR a low value resistor
(R ~= 0.1/Iexpected A) (eg 200 mA R ~~= 0.1/0.2 = 0.5 Ohms).
Measure voltage from load side of resistor or ammeter to V-. Measure current or drop across resistor to calculate power = V x I.
Repeat with and without downstream modules and load.
Adding a capacitor from the load side of the resistor to ground will smooth out short term variations. (10 uF - 100 uF typically)
Method 2. Use a USB voltmeter/ammeter module in the USB lead. Cheap and widely available.
Many examples on ebay here
eg Remarkable value $US4.76 free shipping (from China) here