Jon -
Welcome to the club, and congratulations on your F2-B. I too bought a second-hand unit long distance, and had a slightly different problem. Mine was largely functional but I had a local amp tech go through and tweak it, i.e. replace a couple of components and touch up the solder. Now it works beautifully.
I think you're on the right track. The blue caps are filter caps that help turn the AC voltage out of the transformer into DC voltage. If they're not in the circuit, the DC is not very smooth, i.e. noisy, and that shows up in in audio circuits.
I'm not sure what the blue pot is for. Looking at the schematic, the only pot that is not on the front (gain, tone) appears to be associated with the LED, so it shouldn't be part of your noise problem - but you'll need someone with more expertise than me to confirm.
Do heed Mica's caution - the tube voltage is about 300v I recall and you don't want to get into that.
One more note: I believe the way the design is done if all of the tone knobs are turned all the way down (left) you'll get no signal out. If I get a chance I'll confirm later today (or someone else can confirm).
Good Luck!
JFT
