they should all have them. There is a piece of insulatating rubber the keeps the leads from shorting to the bumper bracket. The diode may be in there. All 3 have them since they are part of the lamp matrix

If you're missing diodes, you should have other lamps crosslighting when they light, becuase all three of those are controlled lamps on the matrix. I'm a big fan of "if it ain't broke don't fix it" though.

If you look at the lamp connections to the pop bumper lamp wires, pretty sure all three of them are going to share a common colored wire (supply) on one side, and a different wire (transistor controlled to ground) to the other side of each lamp. Just wire in the diode in the same orientation as the one that exists on the other two wires and you should be good to go.

There's no "thicker gauge" wire on a lamp. That's for coils. The only thing I can think of is if the pop bumper sockets were replaced with the stupid floppy wire lead 555 ones instead of the flat solid metal 44 twist socket un-insulated ones when someone rebuilt them. The wire on those 555 sockets is pretty thin compared to most pinball wiring.

At worst, if it's working correctly right now and you add a diode, you've wasted 15 cents. If you hook up the diode backwards the lamp and anything further down the chain will not light and you'll know that you put it on backwards, and no harm done just turn it around.

Yes, there is supposed to be diodes on each pop lamp.

On most versions of Shuttle, the Red wire with black stripe goes to the band on the diode, the unbanded side of the diode continues to the lamp - the other lamp lead goes to the Yellow wire with Black stripe.