I read up on checking these big diodes a little more and tried a different meter, I also disconnected them this time to make sure I was only reading one diode. Three checked out good. One was open in both directions. It had a part number listed on it (037-306B). These and the other ones (037-305B) are readily available from several places, the cheapest that I found being Amazon for $40.
There were a pair of 037-306B diodes used ones on ebay for $20 free shipping. I went ahead and bought those If that fixes it and they burn up later, I will have a spare, and, at least I will know that was the problem and I will only be out $20. I appreciate the help and comments.
BTW the serial on the welder is HH002948, Miller Dial Arc 250 AC/DC. I downloaded the manual from Miller, the manuals for all the year ranges show a big capacitor that mine doesn't have. I looked a little more and that capacitor comes on models that have power facto correction which mine does not have.
I will update when the new Diodes come in and report back on if that fixes it,
