The Y cap (if it is actually a safety rated) is the blue one alongside the transformer, I can't see the part number or device marking in any of the photos. C5 looks to be part of a snubber on the primary side.
It's likely that the shock you feel is Y cap (?) leakage, but the quality of construction is
so poor that you cannot rely on the rest of the construction to be safe (eg. the transformer).
Specific observations:
1. Bypassed blown fuse resistor on mains input (who would do that?

)
2. Incorrect PCB clearances between primary and secondary side.
3. Incorrect PCB clearances primary side (especially now the fuse resistor is bypassed).
4. Board wrapped in flammable expanded foam, the PCB obviously wasn't designed for that case.
5. Very poor soldering - solder splashes where there really shouldn't be solder splashes.
6. Bodged components, eg, two diodes in parallel for the output rectifier - they will not share current properly, the hotter one will pass more current.
Is there any way you can report the manufacturer to the authorities? At best, you should destroy it and crush the PCB to ensure that it is not salvaged and re-used (again?).