Looking good. Designing your own adjustable linear series voltage regulator can be a bit of work to ensure it's stable under all loads as the feedback loop generally requires some kind of frequency compensation beyond that built into the opamp. You can't call yourself an electronics hobbyist without building your own bench power supply!
I can't view your youtube links as I'm at work but I assume it's the EEVblog power supply which uses a datasheet schematic DC-to-DC converter pre-regulator with an output voltage tracking the output voltage plus just a couple of volts above the minimum voltage drop of a voltage regulator IC and having a constant current supply feeding a constant voltage supply. Dave Jones knows his stuff and his design is a great place to start. IIRC, the reason he uses an off-the-shelf voltage regulator IC is to try to enure stability without having to compensate anything. From what I remember, when he simplifies his constant current into a circuit to modulate his CV supply, he makes it so that the output voltage can have high frequency oscillations in CC mode, so it is better to have the 2 separate pass transistors for CC and CV if possible. Remember a linear voltage regulator has a bandwidth and its noise rejection reduces with frequency, so if you want a low noise linear supply with a switching preregulator, you have to filter it quite well and/or keep the switching frequency reasonably low, well within the bandwidth of the linear regulator.
You're using a TL431 as a precision 2.5V zener as part of your reference. If you look at how it works you'll see it's actually quite similar to a series voltage regulator IC except that it's a shunt regulator IC. It has an error amplifier built into it and so you could make a very simple series regulator with it just adding a pass transistor and a couple of extra parts. In fact there is such a design in the
datasheet Fig. 19.
Short of doing that, I notice you're amplifying the reference voltage from your 2.5V output of the TL431. You can simplify this by setting the TL431 output directly as Fig 17 in the above datasheet, optionally buffering that with an opamp if you need more current from it, which should still be better than amplifying with an opamp.
Overcurrent protection can be done in several ways, there are generally 1-2 transistor solutions for standard current limiting and foldback current limiting which sense current and act directly on the pass transistor. Foldback current limiting can potentially cause instability especially in a SMPS, but it's often worthwhile in a linear supply as the pass transistor dissipates a lot of power in a short circuit condition without it.