using Occam's razor:
my guess is that the last tubes you inserted had an internal short. the smell could have been a screen grid resistor that got burned out when the tube shorted. the current surge that ensued may have been responsible for taking out the power lamp.
this is just speculation based on the sparse information provided, but not an uncommon scenario.
in any case, i wouldn't power it up anymore, as you could destroy more tubes and even...