[Arran]

.It looks like this was one of the earlier Philco AC/DC models where they insisted on using a 35Z3 rather then a 35Z5. The 35Z5 has a heater tap for the pilot lamp that has 6.3 volts across it, this one has the pilot lamp parallel with a resistor and that resistor is in series with the tube filaments. No the new filter caps have nothing to do with the pilot lamp burning out, that could be caused by using the wrong bulb type or by the resistor it's paralleled with being defective neither of which has anything to do with the B+ supply. One thing you could do to stop the surge is use a current limiter, Philco used an early version of one of these in the early 1950s calling it a tube saver.
Regards
Arran