I'll pick some up when I pick up the triac, at my local store that can order parts for me with no shipping fee. I'm sure they'll have the diodes in stock. Maybe even the capacitors.

 

OK, I'm giving up.

I replaced the triac and the 3 diodes today. No change. So it must be the bulb and/or coil.

I've attached some photos in case anyone ever follows this, or in case anyone recognizes the bulb as something that can be purchased.

First, here is the business end. The flat glass surface gets applied to the victim's ...er... user's skin, and the pink/orange glow appears in the tube.

Here is the PCB, showing the level control pot on the right and the back end of the coil on the left. The triac would normally be folded down onto the board and the caps folded in over it, so that it all fits into the narrow wand.

 

It looks like the tube thing was only ever sealed with epoxy? It was probably just neon gas (you said pink/orange) at room pressure and would have mostly diffused out by now? However if it looks to be a fully sealed glass container then please disregard.

Neon sign guys might be able to regas it for you for a few bucks, they may have a bit of a laugh at the device but they might still be sympathetic if it's a device someone cares about.

 

...they may have a bit of a laugh at the device...

No doubt! I've advised my friend to go back and have a conversation with the manufacturer. They have a program to replace a broken bulb for $25. I'm hoping they'll be generous and do whatever is needed to repair the wand, or maybe even just return a new one.