The caps in my 2245A's PSU that I'm considering changing are the filtering after the Corcom and before the bridge rectifier. The three Y class look a bit RIFA, although without taking them out I can't be sure. The two X class are yellow Philips units. And as I said this is a first step. PSU electrolytics are next if/when there are DC level or ripple problems.
I have had an X class fail - actually went bang in my hands. Although that was on a router (power tool, not network infrastructure).
Ah, Schafner, is that the only brand to worry about?
Here, tonight, it's 240.2 VAC, so yeah I live in a 'high voltage' area. And my 'scope served its time in the UK as far as I'm aware (ex Uk military).