The header pins either have cracked solder joints or are to corroded to provide a good electrical connection. They probably need to be replaced.
As for the lamps, the 2N5060 SCR's on the driver board each drive two lamps are very sensitive since they weren't quite intended to do this. So, they can blow even if you just look at them funny. If you do find bad SCR's, it's a little better to replace them with 2N5064 SCR's. Since each SCR drives to lamps, so if you have a problem with two lamps (according to the lamp/SCR chart), chances are that an SCR is at fault:
Some people even go a step further and use MCR106's instead of 2N5060/2N5064's, which are designed to drive two lamps:
The 2N5060's weren't designed to handle 2 lamps, but the MCR106's were.
Other lamp problems can be caused by flaky sockets, bad diodes on the lamp sockets, or connector issues.
If you've eliminated the lamp sockets and connectors as the issue and if you are not comfortable doing your own board repairs (it is best to practice on junk boards first if you do), you can send boards out for repair: