Tube PSU leveling Caps

I am planning to build and LCLC PSU filter for a tube PSE amplifier, and I am debated on 'how good' capacitors I should use in each position to achieve the best sonic performance.

My though process:

C2 is connected directly to the anodes, so the current across it is characterized by large/steep swings and the same frequency of the audio signal, hence I want a high performance capacitor in that position: most likely a high grade electrolytic capacitor in parallel to a film one.

On the other end, C1 current swing frequency is limited by L1/L2, hence my deduction is that any decent capacitor should be good in that position.

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Any opinions?
 
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From my insatiable urge to muck around all caps will have influence, ironically sometimes cheap caps can sound better can't explain why. What I can recommend hands down is to use a 0.1 to 0.47 uf Mundorf Supreme cap as the first C so it becomes a clclc instead. Why cause the sound of this cap is very very good & it's not expensive given its small value. You can give it a try after you build your Lclc supply.
Besides the small value will not upset the design of your psu.