The measured 5.162v difference between op amps showed the zener is regulating, but after you measure op-amp voltages with a 3.96v disparity..
(was the later measurement under load?). If the transformer has 25.7VAC during load tests, it could be 27-28VAC with no-load.. so rectified, that 36v could fry TL081's (considering where they came from..) without even considering the other two op-amps at 36v + 5.16v across them.
If you want to continue testing with this transformer, a quick way to drop 5 or 6 volts would be with a Variac, or as a noisy last resort, a light dimmer on the primary side - be careful of mains..
*Oops, an updated post (I saw your earlier version). At ~1.5amps out you'll have 1.5v drop on R7, so the +rail is 32.7v! (V(U1) + Vr7). So you have 5.16v more (37.8v) on U2 and U3 under load, and likely 39v with no load.. Any smoke happening?