That won't work.
You cannot use a simple loopback for 1000BASE-T due to its use of hybrids and echo compensation. Simply put, the link signals that are sent on the port itself are canceled out and there's nothing to be received. Also, auto negotiation (that is mandatory for 1000BASE-T) won't be able to negotiate the required master/slave relationship.[*1]
I'm afraid there's no way around using a simple active device with a 1000BASE-T port - a small node (RPi-ish) or a basic switch.
[*1] The link you're seeing is due to the feature on some NICs (mostly Broadcom, "Ethernet@Wirespeed") of falling back to 100BASE-TX or 10BASE-T when 1000BASE-T PCS linking fails even when auto negotiation initially determined 1000BASE-T as mutually supported.