let me see if I have been following the story so far:
The fuse that feeds the 36v to the AR2 blows, only when the AR2 is plugged in. If you disconnect the game board the fuse still blows, right (an AR2 will output with no load, but expect higher than normal voltage output)? If it doesn't blow with the game board disconnected, then you have a game board problem.
Ok, so if it is the AR2:
Right now I am holding an AR2 and looking at it.
Ok, there isn't that much on that side of an AR2, you really have only a few of things that would cause this.
CR5-CR8 (the rectifier diodes) sound ok. You are measuring .40v on each diode in one direction and nothing when you reverse the leads, right? If so, the diodes are ok.
Make sure the 7905 has an insulating sheet between it and the heat sink. Use your meter and test for a short between the tab of the 7905 and the heat sink, if so inspect the insulating sheet for holes or tears.
Next would be a bad regulator IC, you can't test them with a meter, the only way to test a regulator IC is in-circuit, which you can't do in your case. I would remove each regulator one at a time and recheck to see if the fuse blows again. Q8 is the 7812, Q9 is the 7905. Remove one at a time, recheck, if the fuse still blows, move on to the other one.
Lastly, you could have a shorted cap.
That's it, there's nothing else on the board to go wrong.
If you get really stuck, I'll look at the AR2 for you and either fix it or exchange it, let me know if it comes to this and I'll send you my address.
Good luck!
D