Rectifier Tube doesn't glow in Stiletto Deuce II

Greetings, I'm new to the forums.

Last week I bought my first tube amp, a Stiletto Deuce Stage II. It's a used amp and I bought it via a music store, so I don't know the amp's real history (other than what the original owner had told the store before he sold it to the store). The amp sounds great (to my green ears) and seems to function properly.

It looks as though it has the original, stock tubes in it - all 4 power tubes are Mesa EL34s and both rectifier tubes are Mesa 5U4GBs. I have noticed that one of the rectifier tubes doesn't glow or get hot like the other one does. I've tried all combinations of power/tubes (switching between 100w/50w on both channels, diodes vs. rectifier tracking) and it still doesn't glow. I flipped the rectifier tubes to see if the problem was a result of a bad socket, but the non-glowing tube still didn't light up in the other socket. I'm guessing the tube is dead or very weak (it still gives off a bit of heat, but this could be from being around the other hot tubes..not sure.) Also, there doesn't seem to be any loss of functionality or tone as far as I can tell as a result of this not glowing.

So, I have a few questions:
1. Do I run the risk of damaging my amp to continue playing with these tubes?
2. Should I replace this tube/all of the tubes?
3. If I do need to replace it, what should I buy and where should I buy from? (In my research, I've noticed there is a bit of a mystique and art to buying tubes, so any tips would be appreciated here)
4. (a bit unrelated) The guiding plastic on the bottom of each tube seems to have broken off in the socket (again, not sure if this was a result of my actions or the previous owner's). Is this detrimental/dangerous?

I would greatly appreciate any insight or answers to any or all of these questions! I'm really interested in tube amps and eager to learn more about them. Thanks!

1)If,as it seems you have one bad rectifier tube,you could fry the other rectifier running the amp full power,full tilt.
2)It is always a good idea,but not absolutely necessary,to replace all tubes in a new to you amp with tubes of unknown origin/age.
3)There are a million opinions on "what tubes and where to buy".I like old stock tubes,dont and wont use current production,but thats just me and can be quite expensive.Preamp tubes last a lot longer than power tubes and you can probably get by leaving the ones you have there.I would suggest getting NOS rectifiers.5U4's can be found fairly cheap and the old stock tubes will last a whole lot longer than any new production.
4)The guides on the bottom of the tubes are very important,without them it is very easy to put the tubes in wrong and that can cause serious problems.
Hope this helps