What are these two 3-pin components in a high voltage board?
The gray part should contain transformer and possibly a multiplier.


It's encased in plastic and epoxy to avoid arching to PCB and between components.

You should be able to identify exact type, by measuring resistance between output and both input terminals in both polarities. Either way, listen for arching noises inside it when the spark should jump but doesn't. That's a clear sign it's failed.

As for the black component i can't answer.