I agree that Dave should replace all of those caps. You can't measure the cap leakage with the resistance function of a multimeter (not for high voltage caps, anyway). I have stepped on this particular mine once when repairing a tube tape recorder. The caps were leaky, but that only showed up if I put at least 12V on them (with a series 1M resistor, the cap "resistance" turned out to be around 1M which is quite low for a circuit with 500k resistors).
So, the caps are probably leaky (but that only shows up with voltage).
Also, with that much power, something should be getting warm, a cap probably.