The ideal location for the caps are close to the stages that they supply. With the layout of the Sunn, this would require you to run some B+ supply wires to those caps from the appropriate stages. Depending on where you routed those, they could cause problems, but most likely not. It has been done before this way and works fine.
You can also move the choke location a bit, and then stick the series connected caps on a terminal strip where the choke was and run some wires over to supply them. This works well too.
I'm obviously of the opinion that the quad cap should go, since I suggested the series cap mods a couple years ago. I've gone over this in other posts, but the main three reasons are cost, ease of replacement in the future, and superior voltage handling capability.
For parts, Antique Electronics is great.
www.tubesandmore.comGreg