I'd say your diode is bad but your capacitor may be good. You need to test it further - as described below.
In order to get reliable measurements to make a determination about the condition of the components, each should have at least one lead removed from the circuit.
If not, your meter will read the through the rest of the circuit - and not be limited to the diode or capacitor under test.
To check a diode: Set the meter to to the lowest scale (Rx1) and touch black (-) probe to the cathode
of the diode (the end with a band around the diode body) and the red (+) to the anode
lead to reverse bias the diode. The meter should indicate "OL" or high resistance. Reverse the meter probes so that RED (+) is on the cathode lead and black (-) is on the anode to forward bias the diode. The meter should read a very low resistance - approaching 0 ohms. Diodes should conduct in one direction only - and the other is should look "open" If it conducts or is open in both directions, it is defective. Zener diodes can be checked with an ohm meter, but need a variable voltage supply and are required to be in a circuit (instead of out of circuit like a standard diode) for accurate testing. A link to zener
diode testing here.
To check a capacitor: Set the meter to the lowest scale (Rx1) and touch probes to capacitor leads. The meter should indicate "OL" or high resistance and show steadily decreasing resistance before increasing to OL or high resistance again. Swap probes from the meter on the capacitor leads and "OL or high resistance indication should change to an even lower amount of resistance thas before before returning to "OL" or high resistance indication. These are test result characteristics of a good capacitor under test.
I hope this helps & good luck! Please rate my reply - thanks!