Are you sure it's not a broken trace between the ROM socket and the rest of the board? Masked ROM's can fail, but it's rare and not the first thing I'd look at in one of my own units.
I found one on ebay last year. Paid around $375 USD + ship. Definitely not a casual purchase, but after 30+ years of cheaping out on programmers it was time to eliminate aggravation from my life.
I'd also say the same thing about my Hakko FR-301 vacuum desoldering tool. Worth 10x what I paid...
There's been considerable online discussion about programming ATF... parts with low-cost programmers. Seems to be hit or miss as to whether Atmel parts are properly handled. After some early bad experiences with cheap programmers I picked up a used Dataman 48Pro+ which covers just about any...
If you can clean out that via (left side of cap) it should be a straightforward fix. Thread a short length of #30 wirewrap wire down through the via and tack it to one side of a replacement cap. Be sure to remove the remains of the old cap lead on the right pad!
The area around UD8 and UE8 seems particularly prone to trace damage on SE/30 boards. It's hard to tell (may be lighting), but there appears to be corrosion on the pins of those chips. Highly recommended to remove them for inspection. You could also start by checking point to point with...
Unlike a lot of older machines, the Nextstation (Greyscale) '040 does not have an external switch to select between twisted pair and BNC connector. Is it autosensing, or is there a parameter or jumper change required?
I find it's much simpler and safer to remove the entire "top" (load) assembly before accessing the heads. There's a great video on YouTube that walks through faking a diskette load to collapse the loader, disconnecting tension coil springs on the sides and lifting it clear.
Did you recap the analog board as well? If so you may have inadvertently broken the vertical circuitry. In particular, examine the height pot and surrounding area.
Earlier this week I did the same thing to one of my SuperDrive mechanisms. After a bit of shameful language, I realized the little coil spring inside the head assembly had several notches available to increase head pressure. Moving it up to the next (higher) position was enough to do the trick...