$200? Did you order from an appliance supply instead of from MCM Electronics, Dalbani, Premium Parts, etc? It's possible you could have bought another small microwave oven and taken parts from it because many magnetrons are identical. The mechanical fit of the magnetron must be exactly the same or strong microwaves can leak where the magnetron seals against the chassis.
What overvoltage diode? The electonic circuit board may have some tiny ones, but I'd expect a MOV across the AC lines. OTOH magnetrons are powered by thousands of volts provided by a circuit consisting of a high voltage capacitor and high voltage diode configured as a voltage doubler. This diode will measure as an open circuit with digital multimeters because they apply only about 2-3 volts for ohms or diode measurement, and high voltage diodes consist of several diodes connected in series and require more voltage to be applied , so a higher voltage has to be applied to it to conduct. Some analog meters will do that on their higher resistance scales, like 10x or 100x, or you can use a source of at least about 9 volts DC with a resistor of at least
10,000 ohms in series.