ThIf you can cut one side or lift one side of the zener and the voltage on the output of the 22k resistor approaches =150 volts, the zener is responsible for loading the resistor all the way down to =5 volts.
NOTE: While this test is safe to do in this amplifiers the negative bias circuit, do not randomly test for shorted ones like this. Because, everything the zener feeds will be hit with the full unregulated voltage.
It's safe here for two reasons. It simply mimics the cutoff bias voltage that the circuit would see in receive and, the tube is not even installed.
Literally the only way it could not be the zener, is if we are missing another wire being connected to the junction of the 22k resistor and the zener diode. I've purchased a bag of 100 of them once, all defective, with no consistency.