@MarkF
I missed your message when you pointed out the 317 on the negative rail: indeed that was just a typo. I intended to change the label but I must have missed it! Thanks for mentioning.
I guess that 2x18V regulators will be perfectly fine so I don't have to worry about the regulation. I am actually impressed that my schematic was not just a bunch of nonsense
and it only needed minor changes (besides the 317 in the wrong place but that again was not intentional).
Now a question before I struggle more with drawing a circuit: what do you use to make yours? I have tried a couple online but the first would not allow me to save, the second is missing some basic components!
While I find a better software, I guess I can go with what @MarkF posted based on my first sketch (thanks) and
1. Replace the LM317 with 7818 and 7918
2. Add 75R on both positive and negative end of transformers as current limiters as @bdunam7 suggested - May I ask what is the math behind this selection? If I consider 18VDC and 75R I get 240mA and 4.32W.
Regarding the regulators, I was let to believe many years ago by an engineer friend of mine that the heat dissipated by a voltage regulator depends on the supply voltage. That is, if I supply a 7805 with 40V I have a much higher dissipation than if I supply it with 10V. That does not seem to be correct and the dissipation is only linked to the current that passes through it - I grabbed a 7805 from my storage and connected it to my bench PSU: indeed with no load the 7805 would just stay cold up to the max voltage I can supply of 15V.
(Hence the 7815 and 7915 that are screaming hot in my Behringer active speakers are like that because of the current drawn by the circuit and not because the supply voltage is 41V! I have been misled!!
)
Thanks again all!