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If they used 0.0039u (3900pF, 3.9nF) then I presume they wanted a fairly close tolerance. Otherwise they would have used the more common 3300p or 4700p. I would use any decent quality film capacitor.
I can't see a need for 500V rating though the schematic isn't entirely clear. Film caps are commonly available at 400V, sometimes 630V. IMO the 400V part will be fine.
Finally, if it's value is still correct and it doesn't leak then it doesn't need replacing. Even if it looks a bit rough.
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