If you have a spare bare board, assemble it piece by piece starting with the transformer, and measure it carefully as you add each new piece. If you see something you don’t understand, don’t proceed until you have an explanation. Use the unloaded transformer to view your mains waveform. Use an AC voltmeter to measure both the primary and secondary voltages to confirm the transformer turns ratio. Then add some diode (correcting for polarity) and check the waveforms. You may need to load your scope slightly to swamp the effects of stray capacitance and leakage. Once the diode waveforms agree with theory, add the capacitors one by one, again confirming the waveforms and voltages.