The resistors shown at C2/C3 are in parallel, not in series. I don't think one will need parallel resistors. The series resistors offer an additional degree of freedom in frequency compensation and thus could allow a faster response or better stability with difficult load. But of cause they also need to be adjusted. For the current loop, I am not so sure of an additional series resistor to C3 is really needed. Simulation would have to show. One should at least keep that option in mind, in case adjustment of the loop gets difficult. Often the current loop is not that difficult to get stable (as the output capacitor is relatively large anyway to get sufficient transient response of the CV loop). The problem with the CC loop is more the recovery from saturation. So limits to windup might be a good idea.
The output capacitance is needed for handling fast transients, the part before the regulator reacts. So the faster the regulator the less capacitance is needed, but a fast adjustment is also more tricky as parasitic effects like wire and resistor inductance (especially in the low impedance area) become noticeable. So a 10 µF output capacitance already needs some care. Usually it is also not just one capacitor, but more like 2 caps: one with low ESR and one with a noticeable series resistance/damping. So more like 100nF-1 µF film type or ceramics and maybe 10 -100 µF of electrolytic type with some ESR (e.g. Ohms range).
There is another thing to test in a simulation: in some cases, the circuit can be prone to a kind of large signal oscillation: after a large current step (especially with a significant capacitive load and thus less margin of stability) the output stage might oscillate between fully of and high current. This part is a little hard to look at by hand as it includes nonlinear effects (eg. saturation, windup), but simulation will show rather straight forward.
Depending on the required speed, the circuit might want a kind of minimum load, e.g. a crude constant current sink towards V-.
The circuit is still missing the divider in Feedback (a DAC for the set voltage will likely only give a 0..5 V range or similar). The divider can also influence compensation - so it should be included from the beginning. Also the current setting needs to take into account the negative ref. point. Also the source for V- is still open. There are a lot of options - but still have to decide. Finally provisions for a clean start (no overshoot) might be needed. With digital control one often also has digital display of measured voltage and current. The current measurement is not that simple in this circuit. So it still needs a few more parts before getting everything together.
The TIP122 is also rather small - good for maybe 40 W or 2 A from a 20 V raw supply. If in doubt I would prefer the larger TIP142.