Common tolerance codes for capacitors: J = ± 5%; K = ± 10%; M = ± 20%.
Common value code for capacitors: Two numbers, and a third number c, where c tells you the number of zeroes behind the first and second number. Usually, the result is to be read in pF.
Sometimes, there's also a value expressed in pF or µF, and you have to guess which is right. Some examples:
A ceramic capacitor with the number "470" on it likely has 470 pF, because ceramic caps are still mostly used for small-ish values.
"0.47" doesn't make sense in pF, because 0.47 pF would be too small for almost any practical use, so pretty much all capacitors labeled "0.47" will have a value of 0.47 µF = 470 nF.
"470" on a large-ish film or electrolytic capacitor will likely mean the cap's value is 470 µF.
(And even more strange markings do exist...)
Now, let's use your capacitors' markings as examples for this - here's what I guess:
capacitor #1:
103M Z5U 2-3KV ARC GAP KAP CHINA
10 * 103 pF = 10 000 pF = 10 nF. M: ± 20%
Z5U is the type of dielectric. This is a pretty creepy type of ceramic with huge tolerances over voltage and temperature.
capacitor #2:
NPO 7.5D IKV
7.5 is a fairly uncommon value for a capacitor. Mostly, you find values from the E6 or E12 series, hardly anything else. However, 7.5 is part of the E24 series, so it is not entirely alien, and according to this source, D would mean you have a tolerance of ± 0.5 pF. NP0 is a very good type of ceramic mostly used for values below 10...100 pF (that 0 in NP0 is a zero; I remember to have read that NP0 means negative-positive-zero, i.e. nearly zero tolerance over temperature and voltage changes). I guess your cap has 7.5 pF. That I is likely a 1, meaning the maximum voltage for this cap is 1 kV.
Capacitor #3:
CM 1000M 125L
Maybe 1000 pF = 1 nF, with a tolerance of ± 20 % (M).
Capacitor #4:
271 2KV
27 * 101 pF = 270 pF. Maximum Voltage: 2 kV.
Capacitor #5:
Z5U 4700M IKV
Another one with a cheap type of ceramic (Z5U), probably 4 700 pF = 4.7 nF. Tolerance: ± 20 % (M). Max. Voltage: 1 kV.
Again, this is guess-work. Unfortunately, there is no standard that all manufacturers adhere to, so to be exactly sure, you would have to measure your devices and find the original data sheets with the device marking specifications, which can be very, very annoying.
Even more examples from similar questions: Identifying Capacitors, https://electronics.stackexchange.com/questions/10474/what-kind-of-capacitor-is-this
I would say that these are indeed non-polarized caps. You would want to replace them with similar capacitors. Do NOT replace them with ceramic caps.
Ceramic caps are great for many purposes but not in the audio path. Among other problems, they suffer from piezo electric sensitivity and their value can vary greatly depending on the magnitude of the DC voltage across them.
Digikey and Mouser have suitable replacements available.
Best Answer
Your first circuit uses an IRF2110 MOSFET driver.
The capacitors you refer are there to smooth the voltage that the IRF2110 generates to drive the FET gates. The IRF2110 is used to make a higher voltage in order to drive the gates of the FETs turn the FET fully on. FETs require a certain voltage differnce between gate and source in order to switch fully. If your circuit can't provide the needed voltage, you use something like the IRF2110 to generate it using the available voltage.
There are two capacitors because capacitors aren't perfect. If they were, a single large capacitor would be all you need. Because of imperfections (large capacitors act a bit like an inductor at high frequencies) you use a large capacitor to catch the low frequency noise and a smaller capacitor to catch the higher frequencies.
In your second circuit, the capacitor you marked functions as a filter. It works together with the 1.2M resistors (two in series, so 2.4M total) to form a low pass filter with a cutoff frequency of around 30Hz. Any frequency above 30Hz will be reduced in amplitude.
I don' know why you need that filter with that cutoff there because the rest of the circuit is missing (it would help if you had explained where you got the circuits.)