I tried to replace the fuse a couple of times, all blown instantly. The updated photos are attached.
One thing I notice is for UF4007, I didn't follow the instruction on the length of the leads. Not sure that can be the reason why it blown.
Actually, for the first time, things are better, the fuse didn't blow, just the 2AU7 tube does not light up, but after a couple of minutes, the fuse is blown, then whenever I get a new fuse, it blew right away.
Thanks