I just use the 630 volt yellow caps from
http://justradios.com
I don't recall any caps over 600 volts in this set but there may be one or two.
The Electrolytic can can be replaced by individual caps, they can be relocated closer to their connection point if it makes it easier.
The Horizontal AFC diode looks like a tiny electrolytic on the PC board, I've replaced it using a pair of common Silicon diodes.
Carefully remove the connector from the base of the CRT and check the pin where the HV goes in, it'll be the pin that's all by itself, sometimes it corrodes or the solder goes bad.