Have you noticed that there isn't a sticky at the top of the page "Build This High End 30V 5A PSU"?
It's because it is darn difficult to do and most of the DIY circuits you find around the Internet aren't going to perform worth a darn. This topic comes up every week or so, sometimes more often, and the results are the same. Chase a design down a rabbit hole, concede that it doesn't work very well and ride off into the sunset.
No, I don't have any suggestions! I bought a Rigol DP832 and it's good enough. But it's an expensive supply and it seems unlikely that a DIY circuit is going to compete.
How many of Dave's videos feature a DIY power supply when he is demonstrating some other kind of project? He's a guy who could come up with a terrific design but, in the videos I have seen, he is using commercial supplies. No, I haven't seen all of his videos.
The first problem is the specs: 5A is a LOT - Why so much? Is it a real requirement or a random keystroke? 1A powers a lot of CMOS! The same with 30V... Why? Sure, there may be a reason, some specialzed requirement, but by and large the specs come from copy and paste.
The problem isn't limited to 5A at 30V, the real problem is 5A at 1V in a 30V linear supply. That's an enormous amount of heat in the pass transistors. Figure an input voltage of, say, 36V. That means the transistor(s) have to dissipate (36-1)V * 5A or 175 Watts. That's why commercial power supplies have transformers with multiple secondary taps and relays to select an appropriate input voltage to the regulator for a chosen output voltage. Getting such transformers may be a serious challenge.
In a lot of ways, quality in linear power supplies is proportional to weight. Heavy supplies tend to be high quality, robust units. The alternative is light weigh switching regulators.
Have you noticed there isn't a sticky "Buy This Cheap 30V 5A PSU From Alibaba! - Highly Recommended!" Some of the switching supplies may be adequate. Maybe they can be used as a preregulator to a linear supply. But I don't see anybody jumping up and down shouting "Here is the answer to a maiden's prayer!".
I suspect that eBay may actually be the right answer. Something from HP is going to outperform just about any DIY project.