LM723 based bipolar power supply solution question
The TL081 is designed for a load of >2k ohms. What is your load? 10%*hFE*4R7?  bad design.

The PNP will conduct Vce*Ice=Pd x Rja(+115'C/W)  What is your temp rise.?

These problems can be solved from proper impedance design of a regulator.  PD=V^2/R or I^2*R  times thermal resistance often 120'C/W to 250'C for tiny packages with no heatsink.

WHat is your next idea to regulate your load?