re: heater-cathode voltage
the tubes will survive (not for long) if this parameter is exceeded. in my case, i have a preamp wherein the second stage is a cathode follower and the cathode voltage is 156 volts. the heater voltage is 40 volts so the cathode-heater is at 116V which exceeds the 80V limit.
since the tube i use has center tap for the filaments, i can easily lift the voltage to something to make it safe, however since my heaters are AC and lifting it with DC will cause a huge negative swing. it's ok for low-voltage filament tubes with 6.3V but not this one with 40 volts!
two solutions are possible: a) change the cathode resistor (lower) to lower the voltage difference, but increasing current draw, b) change the B+
i went for the second option.
re: circuit part failure
depending on the design, the failure of the first stage for example in a direct-coupled circuit could damage the power tubes (in a driver-DCed-power tube topology). there are variations to the direct-coupled like money, free lunch, etc. to make it safer.
tubes are robust, but should not be abused. the failure of the cathode resistor will screw up the bias of a power tube for example. it will survive but not for prolonged period.
re: multiple chokes
i use dual chokes on my type-45 amplifier (2W) and the person babysitting it now described its sound as warm sounding with balls on the bass. so it is not a generalization that dual chokes are bad (duh). when designing a PSU you should consider the requirements of the tube rectifier- they specifiy how much inductance it can take on either capacitor loaded or choke loaded mode. also the current rating of the choke should be close to the current drain of the circuit. in my experience, too much current capacity does not contribute much for filtering. example, if the circuit will draw like 30mA (in a preamp application) the chokes should be aroung 40-45mA. i used a 100mA once and alang kwenta sa filtering.
the choke's DCR will contribute to the voltage drop.
finally, not all chokes are designed for choke loading, some are smoothing chokes. input chokes require higher than usual insulation due to the large voltage swing being an input choke. when in doubt, use the choke in a CLC fashion instead of LC.