[Arran]

It could be a grid cap lead where the wire is breaking down inside, usually at the clip end that goes over the grid cap, though this can happen at either end with the leads attached to the tuning condenser. One thing that could also happen is that two of the grid cap leads could be swapped, that can easily happen with two tubes situated next to each other. Wrong tube in wrong socket, tube will still light, but radio will not work. It sounds like the set was working until you tried changing the last few caps, so you should retrace what you did, it's very easy to make a mistake when there are two terminals next to each other.
Regards
Arran