According to the schematic the transformer has a center-tapped secondary. This might in fact be two independent secondaries. If so, the two red wires might be the junction of the two secondaries to form the center-tap.
Yes, a diode can fail pseudo-short after heating up enough to fracture the case.
To blow a primary-side fuse, the secondary must be pumping out a lot of current. As above, suspects are the transformer itself and the big filter caps, plus the output stage power transistors. I suspect the caps and transistors first because an internally shorted secondary would not take out the rectifiers, but a downstream short would. If both dead rectifiers are for the same power supply output (+ or - 33 V), that is a clue as to where to look first.
ak