1) Lamps used are metal halide arc lamps (HMI), they don't have a filament or continuity between the electrodes
2) The ballast won't self destruct if it can't strike the lamp, even if it is a basic design. If a lamp is not fitted and the igniter voltage (igniter is a separate module in the head or yoke usually) arcs from the lamp socket to chassis, then the igniter may become damaged after repeated starts with no lamp fitted.
In a good design there will be three active parts to the circuitry.
Active Power factor correction stage (choke, diode and mosfet(s) plus control chip ) - a boost converter which increases the DC bus voltage to between 340 to 400 V DC - this may be not in the unit if it is not power factor corrected.
Current regulator stage (choke, diode and mosfet(s) plus control chip )- this regulates the power supplied to the output H-bridge and sets the lamp power
Output bridge - usually an IGBT (sometimes mosfet) H bridge of four devices, converts the regulated DC output of the current regulator to square wave AC for the lamp.
All stages operate at mains potentials with no isolation from the line, so an isolation transformer and isolated scope are mandatory to troubleshoot these units.
Additionally you will find a capacitor pre-charge circuit and igniter timer in these units typically.
If you find failed mosfets or IGBTs when inspecting with DMM, then the gate driver circuitry is usually compromised as well (not always but often). This may be discrete transistors or an IC package.