It's been quite some time, but I found some time for this project again. I've had some time to think about the problem described by sync above, and I've come to the conclusion that this problem does not occur in my circuit. If 40V is placed between the output terminals in my circuit, the current will go through R8, D7, R15 and R20 (I'm referring to the components in my power.png schematic, not the Agilent schematic). Since R8 is only 1K and R15+R20 is 34k, there will only be about -1.14V at the op amp inputs, which is OK. Even if I would lower R20 by an order of magnitude to 3.3K, there would still only be -9.30V at the op amp inputs.
I do have another problem, or there is at least something about the E3610 schematic I don't understand. In the E3610 schematic, you can see the current shunt resistor R2 on the output path. Between the current shunt and the positive output terminal, there is a ground connection (the +S label). Now, doesn't this mean that current can flow from this ground connection into the output terminal? Such current does not pass through the current shunt, and hence the total current out of the output terminal will deviate from the current set point.
Why isn't this a problem in the E3610 power supply? Is it simply because the current flowing from the ground connection to the output terminal is too small to cause any significant offset, or is there a flaw in my reasoning?