I changed the title to also write something about the construction of the LDO itself....
Since janascard also offers the LDO completely, I have written to him and asked which supply is used there, or what kind of supply is recommended.
In the meantime, I have designed a front panel that I will have made - And notice it looks pretty much like the finished version of the LDO....

At Reichelt I have now ordered good BNC mounting sockets, a precision potentiometer and matching knob.
The notch filter board is almost ready, only the OPA209 is still missing, because I ordered it in the wrong package...
Pictures of the boards will follow.
(The software is called "Frontplatten Designer" , you can design your frontplate and order it online)