Rogue Cronus Magnum III Shrieking.

This happened as the radio was playing? And tubes don't really "look blown" they start making noise and a high pitched whistle is in the realm of possible sounds. Did you power the amp off? Try listening to any other sources?

Is it on both channels or just 1 side?  If it's on only one channel, try swapping the tube sets around with one another to see if the issue follows. 

I had this on a set of tubes once and occasionally it would shriek on warm-up.  Found a bad tube and replaced it.

Tubes,Cap are my first look. but I had a similar situation in my new place when the router (Wi-Fi included) for my internet provider was installed just close to my Tube preamp. Moving it away from the preamp solved the issue, but it shows how susceptible tube gear specifically can be to EM, and how crappy Shaw’s (Shaw is a Canadian internet provider) WI-FI routers are.