Which R2?
The issue to focus on is the high voltage coming out of the small PC board. If you still have that issue, let us know if both socket LEDs are illuminated, or just one LED. (The issue is very unlikely to be the LED, so do not focus on that particular part just because it's dark)
It's also worth mentioning that your kit is ancient and the LEDs can absorb moisture if they are stored in a humid environment for a long time, then that moisture can all be forced out at once during soldering, which can destroy the LED itself. Most meters have a diode checker that will help you determine if this is an issue with your particular kit.