some comments:
Your tube preamp transformer is underpowered. It says 1.5A for the heater supply. The 6N1 takes 600ma per tube and the 6z4 takes 500ma. total 1.7A. you need atleast 3A for the heater. Dont plug it in, the transformer might go. at the minimum, it wont give you full 6.3v with excessive load, the voltage could drop a lot, might harm the tube's life also. In future, keep a good margin between your power requirements and trafo ratings.
Do you have a schematic for the preamp. dont buy stuff from ebay if the schematic isnt provided. 6N1 is kinda like a 6dj8/ecc88. Its not suitable for preamp duty on its own as a single tube. If the second 6n1 is being used for tone controls, then its not a very good design. if both are being used for preamp duty (not tone control), then its fine. The tube is a twin triode, so if you are using two triodes per channel, its fine, single triode per channel is not so great an idea with this kind of tube.
I couldnt see the pics clearly, but looks like the psu output for the amp is being taken from the diodes itself. You need to take it from the last cap. It sounds ok when you look at the schematic, but actually its not.
Dont use the electrical socket, use iec socket for power input. Its much much safer, you can get one with inbuilt fuse and switch also, there are some that come with builtin emi/rf protection. If an IEC socket gets pulled out accidently, it wont cause any harm. if your male power plug gets pulled out, the pins will be live mains and can touch anything. very very dangerous.
the 40v trafo should give you about 55v dc. why do you want regulated? 55vdc might be ok, you will just get a little bit less power. why dont u check the data sheet for the chip and see how much power it can handle. as long as its not real close to the lower limit, it should be ok.
