I have a blown transistor in my sangean 803a (actually radio shack dx-440).
It
is a small transistor (number Q307 on the board), on the small audio board that
connects to the batteries and the wall adapter socket. The only markings on the
transistor are 808 (across the top), and F E1 across the bottom.

Mark-

Q307 is a 2SA695D/E, according to the Radio Shack DX-440 service manual. It is
PNP as you assumed.

Looking at the 2SA695 from the wire end with the flat (marking) side up, Base
is on the left, Collector is in the middle and Emitter is on the right.

From the manual's voltage chart for Q307:

Base 8.21 volts FM/AM/SSB+CW
Collector 8.92 volts FM/ 8.93 volts AM/ 8.92 volts SSB+CW
Emitter 8.94 volts FM/ 8.95 volts AM/ 8.94 volts SSB+CW

In case replacing just Q307 doesn't fix it, you may be ahead by replacing the
entire PCB. Such damage may have affected other parts as well. Good luck on
finding a junk unit.

73, Fred, K4DII