To properly test a zener you really need it out of circuit and you need some current limited source of voltage higher than the zener voltage (a DMM is good for like 3 volts). You also need to know what the zener voltage is supposed to be.
It was suggested you check one diode, they told you where it was, across the output, follow the output + and - back until you find a power diode between the two. It sounds like it may be functional otherwise, hence the suggestions to check the output diode which is often damaged by user error.