I'm going to have to disagree here- there should be huge gate current into the thyristor and it should certainly trigger.
The gate current is very low and it is flowing out of the SCR!
I wonder if there is some issue with the off-grid connections- try redrawing it with snap to grid on, and put R3 as something like 0.1 ohms on the other side of the SCR. I suspect the SCR cathode is actually not connected.
You can replace V1 with a ramp source and do a time- domain simulation when you get the first part working.
You can add PSPICE models as you like- see the manuals or contact Orcad support- there are fuse models out there.
Edit: Aside from the SCR not being connected, there's something wonky with the model of the antediluvian 2N1595 (Edit':- actually I think it's because it's an incredibly wimpy old SCR and unsuited for this kind of service).
Here's a time-domain simulation with the R3 0.1R placed as I suggested and the 2N1595 replaced with an (also ancient) C233 20A SCR (Green trace is input voltage ramped to 10V over time, Red trace is load voltage). I used 265R for R4.