Super Regulator

Yes but the drop to 4.8V is strange. At which points do you measure the output voltage? What do you use for the ref and what in series with opamp output. What opamp?

The voltage drop was with the opa604, the ad817 and the LT1641 does not show a voltage drop (y)
Voltage reference is 4040/2,5v and a 2,5v zener at D2
You pick the device which is believed to be most susceptible -- it makes a difference for the Borbely "All FET" preamp with poor PSRR, other discrete designs, probably not as effective with an op-amp design with high PSRR.

Assume for a moment that you have 100 milliOhms of "resistance" in between the SR and the DUT. If you don't use the Sense terminals you've taken a high performance engine and turned it into a two-banger. This illustration was done using the AD825 error amplifier. With the AD797 Z out will be a couple microOhms! (But "simulated" phase margin @1.3MHz is inadequate with the AD797).
That graf was most helpful so, thanks :)
(It's on page 100)

This is a resistance calculator I found that might come in handy as well.
So for a 5cm long / 1mm thick copper wire there should be no need for
sense wires, right ? That's 1 micro Ohm.
Maybe use a green LED and 1n4149 in series for D5 and D2 - much quieter
Have you already tried this change?
I believe that "maybe" there is a difference in D2 only.
The noise from the voltage reference (D5) is mitigated by the RC (R4+C9), even a noisy reference should not be a problem.

* at least that's what I understood following the topic in the last few days.🙃