The 40 W (per channel) power limit is odd for a linear power supply. I would normally expect more like a stepped function like 2 A up to 40 V and 1 A when higher, depending on the transformer taps used. There may be some regulations that make is easier if only specified to 40 W.
The transformer wires seem to come in colored pairs, so no split coils with 3 wires. Still there are quite a few wires. The expected votlages would be something like +-10 V (so 2x2 wires) for the regulator and 50/120 V (4 wires) for the main ouput, the 2 large filter caps. There may be an addition 5 V for the regulator / ADC/DAC part, though this may also start from the higher supply rail.
With 2 darlingtons on the heat sink I would expect them to be in "series" with a diode to bypass the upper one if the lower tap is sufficient. So the cross over between 2 voltage rails can be electronic. The Keithley SMUs and some audio amplifiers use a similar configuration, though with push pull.
There is also some smaller power transitor / FET, that may be used for some switching, maybe limiting the voltage charging the fitler caps. Without this the worst case heat dissipation would still be in the 100 W range (2 A into a short), which would be quite a bit of powert for s single 150 W rated darlington.