Pico ammeters are available, but they don't give them away. Stray currents are always a problem when measuring currents this low; you might even need a shielded chamber. Good luck.
I've never heard of a TENS unit going up to 200 volts; the one I own is considerably below that. Are you certain this isn't a failure of the unit itself?
Also, does this operate on RF? Never heard of heterodyning in a TENS unit; only on AM.
I think that is a symbol for a MOV, metal oxide varistor. It is a safety device designed to clamp the voltage to a specific value. In your case, probably to prevent higher than normal voltage getting to the CRT elements--possibly the screen circuit (the screen is one of the grids of the...