The shorting switch for the output is easy, a DPST will do quite well, and eliminated the risk of a large transient.

With VR tubes, a CCS instead of a resistor to feed the VR tube has always worked better for me. Less of a need for a high raw voltage( like the 2x regulated that is suggested ).

While you're building CCS-es, build two more for the plate loads, and do away with the CF stage. The mu-follower output from the MOSFET CCS is going to have lower output Z than most CF's anyway, and it eliminates the need for that extra stage.
cheers,
Douglas