If they are wired in series and a tube fails, it makes sense. It's kind of like a circuit in your house. You have several outlets in your house that run on one circuit, if the circuit breaker pops, then everything in that circuit goes dead.

My guess is that this is probably the same type of situation in the way the tube sockets are wired. I'd suggest going and buying one tube of the same type, then replacing each tube one by one to see if you can find the tube that's gone bad.

Also, you might want to head on over to these guys http://www.ax84.com/. It's a fantastic DIY tube amp site. They have extremely knowledgeable folks on their forum.