[Phlogiston]

Henry;
  I would go back and replace that 2 uf with a non polarized capacitor, either a large film cap or a motor run cap, modern low value electrolytics apparently can't take the ripple current found in old radio power supplies and don't live very long. The originals were probably large paper capacitors to start with, sort of like a Radiola 18 or a Philco 20, not electrolytics.
Regards
Arran

This is good advice. The Solen 630V caps are available from AES. I use them in all filter applications up to about 20uf.