Hi arm123,
Sorry to see your having so much trouble with this thing. After reading all of the replies I am wishing I had stepped in sooner, as I think I could have saved you a lot of grief. When you said that their was a pin missing from the flyback I knew it was folded underneath because they usually ship that way. Based on the symptoms you were having I think it would have worked if that pin was correctly placed. It sounds like you have additional problems now, which I will try to help you with.
First thing, in the future always replace the HOT with the flyback even if it tests good. In the past I have tried replacing just the flyback and end up with a shorted hot and sometimes other shorted components a month or so later. When the flyback goes bad it stresses the HOT. Also, Bob Roberts supplies the HOT for the Polo for future reference.
Before starting any troubleshooting or parts replacement, checking for bad solder joints on the entire board. the large solder joints especially. This is very common problem with this model and resoldering those bad joints can fix a lot of strange issues and future problems. Once you have completed that double check your work on your cap kit. I have found that hard to fix units are usually a result of a simple mistake from replacing a part with the wrong value or inserting it backwards.
Also check to make sure that there are no resistors or diodes by the flyback that are touching the metal casing surrounding it. There is not much room to get the flyback in place and it can hit the components around it causing them to touch the metal casing. Once these steps are completed and verified, check the 2 damper diodes by the HOT. They often short and the locations for the diodes are d134 and d135. They are fast switching diodes so don't use any diode off the shelf if they are shorted. Also, what type of test equipment do you have? If you have a DMM or oscilloscope, then the light bulb tests are unnecessary. If you need further assistance feel free to shoot me an email and I will give you my number so we can work this thing out by phone.