Isnt there a flat sheetmetal tab that holds the orange signal lens in place that's also peened over where its held into the chromed housing? Should be. That's your ground path to the body mounting stud. The knurled socket that threads in makes contact with that plate.
You can start by using the ohmmeter side of your volt meter and check from the knurled nut to the ground stud and see if you have continuity between the 2. If that's a yes, then check from the mounting stud to the hood sheetmetal and continue on from there. Your answer if bulb socket to mounting stud and stud to hood is good continuity wise may be to open and close the hood about 20-30 times to wear off enough paint on those spots to create a ground return path.
