[OldRestorer]

1. The pins 3 and 4 of this tube (Cathodes) are likely connected together:
yes they are...

and then they will go to the first electrolytic cap's positive:
Yes they do...
Find that cap's wire that goes to the pins 3&4 of the 25Z5.
Found it...

We will consider this the first cap and it needs to be about 40uF 150V (could be 200V or more, but 150V is sufficient).
Again, its positive goes to this point and the negative - to the Chassis.
Ok so the positive of the 40uF ecap goes to either pin 3 or 4 of 25z5 and the negative goes to the chassis

2. From that point the following is likely to happen: this first cap's positive and 25Z5 Cathodes will have another wire coming to them and it will likely go to either:
a)some choke (the filter choke, something that looks like a transformer) or
b)The field coil of your speaker that doubles up as the filter choke.
I believe that wire goes to the speaker field coil.

The second wire of that same choke or the field coil will likely goo to the second cap (which can be the other wire in your electrolytic cap).
So I put a 20uF ecap from the field coil to the chassis...
Trace it, mark it.
That capacitor has to be about 20uF 150V.
Again, this wire is its positive and the negative will go to the Chassis.
We will call it the second cap.

Let's stop here for now.
Good idea, lol