I have replaced several in the 85662A many, many years ago. There are 2 types depending whether you have a long CRT (PN 5083-5791, IIRC), or a shorter CRT newer type dot raster scan CRT (Panasonic). The HV transformer is inside the metal box at the rear, left of the CRT (A1A6 circuit). They usually fail open. You should see a shrunk image on the CRT when the HV transformer fails, both horizontally and vertically, or a dim dot. You will still have a good display if you check the video and horizontal outputs on an oscilloscope.
Don Bitters