I'm guessing the pi filter? Bit difficult to diagnose without seeing the amp, all I can say is double check every bit of wiring and check you've got the transformers wired correctly, check all the valve base wiring again. Do it when you're wide awake and alert, rushing these things never works.
I checked the website mentioned on the schematic and they do offer an advice service for people building their kits, may be better to give them a call/email and send some clear detailed photos of the wiring you've done so far.