The non return valve is inside the vacuum tank (a black plastic box located down below the air intake), with a supply pipe from the vacuum manifold, and another pipe providing vacuum to the multiram actuators. A replacement non return valve is now fitted where the supply pipe connects to the manifold, holding vacuum in the system after engine shut down.
As for symptoms of non return valve failure, this would only affect the torque curve of the engine so I'm lead to believe, so if you pootle around you probably wouldn't know it's failed. Or would you? I've learnt a lot about the vacuum system in the last couple of weeks (even though it was the coil pack breaking down that was the main culprit) and I've been driving around for nearly 20 years with the FPR plumbed incorrectly into the vac system without any problems, when it should have been fed from the nearside air intake pipe.