There are two 270K resistors back by the 220uF/250V capacitors - if these aren't installed, the capacitors won't discharge.
If they are loose, poke at them with a wood chopstick to get them to make contact and bleed down the supply.
If the tubes won't heat up, then there's an issue back on the "H" terminal strip, can you get the +/-3V out? (If so, are you sure the tube sockets are properly aligned?)