370 V, 400 mA stablilized power supply with variable load
How about follow the LR8 with an emitter follower?







simulate this circuit &ndash; Schematic created using CircuitLab

On the one hand, the Q1 VBE is not well defined, but on the other, any error is negligible compared to the errors there will be in setting the LR8 output voltage. 

This arrangement is not current limited, other than Q1 beta times LR8 limit, but it would be straightforward to add a few more components to make it so