No. I'm not a tech, although I could make a decent living as one. I'm just a shadetree mechanic with a pretty decent sized home garage to diag Hummers and BMW's. I've modded cars and trucks in my off time for over 16 years now.
I'm an engineer by trade....which basically means that I can RTFM really well.
I've just spent a lot of time around cars and trucks, thanks to my dad....he was a high school shop teacher.
A check valve will be generally found in the fuel line. It's generally near the fuel tank.
As for the auxiliary fuel tank - where was the filler for that? If you have two filler caps (one in front of the right rear wheel and one behind the right rear wheel), then your truck originally came with two tanks. 1995 was one of those transition years in which some came with 2 tanks, some didn't. It became standard in 1996.
The engine is a good one, especially if you use a block that was made from 2001-2 onward. Those have all the bugs worked out, are dependable, have lots of mods, and work quite well.
Add a Whipple with light boost, and you've got a really decent engine that can peform very nicely.
Now - for replacement, you can get a pretty decent used engine for cheap. eBay has one (6.5L Naturally Aspirated) for $1500 (Item 8008032092). No bids. It came out of a Chevy/GMC Van, which is the exact same engine as what is in the Hummers. Drop and go!
A reman long block 6.5 for Hummers/GMC/Chevy Vans with 1 year/unlimited miles warranty can be had for about $3k. You do need to ship (and they generally pick it up as part of the cost) the dead engine back. Item 8007897211 on eBay. This is good since it's got the upgraded pistons/oil cooling/lower compression/etc.
HTH,
Steve