They are a special type of supposedly "self healing" capacitor able to
withstand spikes without catching fire.
You would be surprised if you scoped your supply, a lot of spikes
Be careful if ou try this. One side of the 'scope input is earthed (and
conencted to the metal case of the 'scope). Connectign a ;scope probe to
the maisn will trip an RCD if you have one, or, if you get the leads the
otehr way runnd, blow fuses or worse
arrive unless you filter upstream, they have a hard
life.
Replace with the best you can.
You can get capacitors designed for mains filtering from RS and Farnell.
IIRC, there are class X deisgned ot go between live and neutral and class
Y designed to go betwene either sideo f hte mains an earth .The latter
are specially deisnged so that they can't fail shorted, for obvious
safety reasons.
Although IU dislike 'shotgun debugging', I must admit that when one
capacitor in a mains filter circuit fails, I normally replace the lot.
-tony