power supply cut-off in umbilical power cord to tube amp
Russell has already given you a good direct answer to your question, so here are some other things to consider:

If safety is your concern, and since you are designing this all from scratch anyway, put the power supply in the same chassis as the amp itself.  That completely avoids the issue, and is how it was traditionally done back when these things were traditionally done.

Let the power supply stay on.  If safety is the issue, use a connector arrangement that makes it difficult to get at the high voltage pins when disconnected.  This usually means the high voltage comes out of a female connector with the conductive parts recessed so you can't touch them with your fingers if you wanted to.  This is what ordinarly wall power outlets do too, for the same reason.

If you are worried about the power supply itself getting damaged under no load, fix that.  This is easy to do.  Tube amp power supplies were usually just a transformer secondary, a full wave bridge, and a capacitor.  Make sure the components are rated for the highest possible no load voltage and all will be fine.  This is easy to do.

Tube amps need multiple supplies.  At the least you will need something like 6 V or 12 V for the fillaments, and around 200 V for the anodes.  Depending on which tubes you end up using for the input stages and the power stages, you may want two different anode supplies.  For example, the 12AU7-A (common signal amp tube) has typical operating voltage shown as 100-250 V, with 330 V maximum.  The 6L6 (common for power output stage) has the typical operating voltage shown from 250-350 V.  There is some overlap when you look at the specs carefully, but two supplies might still be what you want in the end.  Sometimes the lower preamp supply was made by extra filtering of the power amp supply.  That was OK since the preamp current draw was quite small.