Ok I had to work out a few more kinks, the 7812 was overheating with the min current/max voltage drop. So in the end, I dropped it altogether, and just keep the string of 220R's and my rail is up around 30-40V.
Then I had to rework the overtemp and fan controllers, so that I wouldn't go over the BJT voltage ratings, or anything else. And in a way such that I'd make the minimum changes, and thank god for LTSpice, I found an easy way.
I got everything wired neatly, the NTC's are screwed onto HS. It's all in a wooden box, with mounted V/A meter and knobs, but not the LED's, switches yet, or real lugs/posts.
My heatsink has 4x TIP31C's on it, and a 12V fan. My NTC's are ~12.5k at 70F, and I set the OT to about 3K , which corresponds to when the HS burns my finger.
I just ran 30W into the HS for about 2 hours, and with the fan at about 7-7.5V, it could just keep under the OT. And the OT LED shuts on and off no problem. It's repeatable, and works to within a few mV, I set it off the 360R voltage of about 0.395V
I left an open collector BJT in the OT circuit. I'll figure out something top do with that, maybe with a couple of options like a cool down time, or a latched output shutdown for if I walk away.
So far I haven't seen any bad noise or oscillations at any outputs I've tried. Actually when the load switch is open, there's some osc. The CV and CI are working pretty good. Except the CI can result in the voltage going to just about the main rail, 43V. I have to look into that, see if that will blow it up.
Other that I'm pleased. Here's the schematic with I think all default parts, so it's not exactly my version. But it works too.
I did blow up 1 cap today, a cheap 100u 25V cap, when I was testing the fan without any cap right on the pass-PNP's collector, bad idea, I was getting 40V spikes. So I added a 1N4002 and 100nF cap, and that did barely anything. And then the 25V cap on the 30V rail blew up, so that would have happened anyways, I just forgot that 1.
So I added a 68u 100V cap, and it looks good on the scope now. Ages ago, I used 100u, like in computer power supplies, so that's not overkill then.
The PSU looks good to a 6.5d DMM on 10G input Z and 100PLC, it's been running 7.007xx-7.009xxV with a current around 0.67A for about 1 hour in my cold basement.