That's the first time that I come across this meaning for "come across", actually to make an impression is not "come across", it is "come across as". I'm not sure about difference in meaning, probably come across as is more colloquial .

"come across as sth" = "give the impression of being sth" e.g. He came across as rather shy = He gave the impression of being rather shy / He gave the impression that he was rather shy. "make an impression" is used when the speaker wants to say that another person or a thing made an impact on him or her. e.g. I have just seen the Mona Lisa. It made a powerful impression on me. I am still thinking about the possible emotions of the woman and the technique of the artist.

They mean basically the same thing. The only difference might be that when you make an impression it seems a little stronger. The real meaning becomes more clear within the context of the sentence. For instance you could say, "He came across as a little cold" or "She left a bad impression on the class".