Anyone recognise this capacitor and its symbol (circle with dot)?

It's the symbol of a gas discharge neon lamp. More info here and Here

Not a vacuum. That's a gas-discharge tube. If it glows during operation it's being used as a voltage regulator. If it doesn't it's some kind of protection.

The "dot" in the schematic symbol indicates a gas (usually neon, argon or some mixture) fill. You see these in telecom protection circuits for lightning protection. Eg. this part.

Here is a typical characteristic (from here):

In TI's application note Guide to CRT Video Design:

2.2 Arc Protection The CRT driver must be protected from arcing within the CRT. To limit the arc-over voltage, a 200V spark gap should be used at each cathode. Diodes D1 and D2 (see Figure 3) clamp the voltage at the output of LM2419 to a safe level. The clamp diodes used should have a high current rating, low series impedance and low shunt capacitance. FDH400 or equivalent diodes are recommended. Resistor R54 in Figure 3 limits the arc-over current while R33 limits the current into the CRT driver. Limiting the current into the CRT driver limits the power dissipation of the output transistors when the output is stressed beyond the supply voltage. The resistor values for R33 and R54 should be large enough to provide optimum arc protection but not too large that the amplifier’s bandwidth is adversely affected. Grids G1 and G2 should also have spark gaps. A 300V and a 1 kV spark gap are recommended for G1 and G2 respectively. The PC board should have separate circuit ground and CRT ground. The board’s CRT ground is connected to the CRT’s ground pin and also directly connected to the chassis ground. The spark gap’s ground return should be to the CRT ground so that high arc-over ground does not directly flow through the circuit ground and damage sensitive circuitry. At some point on the PC board, the circuit ground and the CRT ground should be connected. Often a small resistor is connected between the two grounds to isolate them

Your item looks like the spark-gap protector.