For a quick and dirty test of the tube, disconnect it from the PSU, and hook it up to a piezo multi-spark cooker igniter similar to the one in the picture at the end of this post.
These generate about 10-15kV at current low enough not to damage the tube, but high enough that it will flicker and Lase (albeit at very low power, microwatts per pulse).
If the tube is good then its worth looking at the PSU.