The meter has a diode test feature. It's at the left end of the resistance scales and has a diode symbol and a musical note symbol. This feature will apply a voltage to the leads a little higher than the regular resistance settings and it will display the voltage drop through the component junction under test. If the voltage drop is 0 or very near 0, it will beep indicating a short. Make sure you have good batteries in the meter and use the diode test setting to reread those three components. It would be nice if you could read them left to right with the components right side up (SCR -> IGBT -> rectifier).
While you're at it, do the same test on pins 4 & 6 of the optocoupler. The pinout is on the first page of the data sheet.