• WARNING: Tube/Valve amplifiers use potentially LETHAL HIGH VOLTAGES.
    Building, troubleshooting and testing of these amplifiers should only be
    performed by someone who is thoroughly familiar with
    the safety precautions around high voltages.

Where to get high voltage/capacitance polyprop caps for PSU's?

Look for Audoiphiler MKP capacitors on Aliexpress. There are several other similar brands.
 

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Radials here, good stuff-

https://www.mouser.com/c/passive-components/capacitors/film-capacitors/?marcom=121082196

As a rule I avoid the "hi-fi" specific stuff as it's generally just marked up more than the quality would suggest compared to good industrial stuff.
In my experience DC-link caps are the best power supply caps around. I’d strongly recommend the new TDK B32320I series cylindrical DC-link caps that Lingwendil linked to. They are available from 6,5 uF to 260 uF at up to 1300V and are considerably cheaper than other DC-link caps. If you live in Sweden ordering from Mouser is very easy. If you spend more than 400 SKr shipping is free. Swedish VAT is added at ckeckout (you pay VAT wherever you buy from, in the EU the seller country's VAT). Mouser takes care of all the formalities and the shipment will arrive at your doorstep within a week.