The radial might be a weird fit, but it will work. When I replace an axial with a radial, I either heatshrink the POS (+) side or offset the cap so the POS (+) SIDE is on top of the hole and extend the NEG(-) lead. It will work the same.
The pin outs on the two transistors and their replacements are the same.
Yes, replace all of the parts on the power supply. Consider this analogous to a Total overhaul of an engine that has had a thermostat that is rated higher than the norm for the engine (195*F vs. 160*F). The extra heat is not good for the parts and they weaken over time. So you replace with parts that have a higher temp resistance, and are heavier duty than the originals. You wouldn't replace a crank without new bearings, or new pistons with old rings, use old gaskets, etc. You replace everything except the block, (you bore and hone the cylinders, bore, hone and true the crank bearing housings, and the same with the cam bearing housings, clean all passages), etc. Then add new or rebuilt parts. The power supply is literally the engine, with the AMPLIFIERS the Transmission and Differential. Think of the EQ, and Tone Controls as intermediate gears internal to the amp. If the Engine doesn't work right, you don't get power to the transmission, or the wheels.
99% of the time it's the Vinyl covering that SHRINKS, rather than the cap bulging. When a cap bulges, you'll notice it. I don't see anything on those caps outof the ordinary, other than the vinyl covering is shrinking. Sometimes if the cap has a plastic cover on top, the vinyl wrap shrinks and pulls on the outer edge of the plastic disc, which makes the disc distort. This distortion is often incorrectly taken as the cap bulging and no good. If you can push down on the plastic disc, and the sides aren't bulged out, chances are the cap is not physically leaky. However if you can access the bottom, look for a seam, and whether it's open or not. Good cap it's closed. Some caps have the seam on the top.
The radial might be a weird fit, but it will work. When I replace an axial with a radial, I either heatshrink the POS (+) side or offset the cap so the POS (+) SIDE is on top of the hole and extend the NEG(-) lead. It will work the same.
Super glue works good but don't get any on the trace or you'll have to scrape it off. If you can, when installing the component, make sure you seat that lead and component to the board tightly, sandwiching the board between the pad and component. that will hold it tightly. If it is a transistor, I would glue the trace back and use a toothpick end of supper glue on the top side and spare a drop on the transistor leg and board.
The Thermalloy paste is good. It's like Brylcreem.....a little dab'll do ya. An opaque coating on the transistor back (just enough so it squeezes out to the edge and no farther. And a very small edge at that. Go ahead and put a small dab on Q3. It'll help it transfer the heat better and keep the transistor cooler.
Zener Diodes; One's a 13V (512-1N5243B) and one's a 14V(512-1N5244B). That's one of those questions where it could go 1/2 a dozen one way and 6 the other. But considering it's in the power supply and a 1 volt variance might be out of tolerance, I'd put that one on the notes and order a new one with the next order.