That depends on the cap. If you burned the sleeve on an electrolytic cap then its no problem. If you physically melted a chunk out of a film type cap then you might have damaged it depending how deep the damage goes.I accidentally touched a nearby capacitor with my soldering iron and smelled something. I hope I did not break the capacitor.
page 15 here - local to you. You can find other suitable ultra fast diodes cheap -I was wondering if someone is willing to sell me one SBYV27-200 locally in the San Francisco Bay Area.
https://anchor-electronics.com/price-list.pdf