Electronic – High voltage power supply and shunt regulator design

If your output voltages are fixed you should be able to design it with linear regulators with a minimum of voltage drop over the regulators. And 1A is not the end of the world.
A switcher would be more appropriate if you have a variable output voltage. A linear regulator which can supply 30V @ 5A, but which is set to 1V out it will have to dissipate 150W.
An SMPS is dimensioned for a certain input voltage, output voltage and current. If you would vary the output voltage its efficiency will be lower. You won't get the 90% figure manufacturers boast about over you full range, maybe more like 75 to 80%.

edit
If you want the +/-15V adjustable I'd go for the SMPS, for the dissipation reason I mentioned. You can attack the ripple with a pi-filter. A high frequency switcher (like 1.5MHz) will allow for a smaller coil.

No, you don't have a shunt regulator. Q1 is the main pass element. It is working like a linear regulator.

Q2 is the wrong way around. You have C and E flipped. It will still probably have some gain like that, but performance will be better if you flip it the right way around. The concept is that when the output of the R3-R5 voltage divider gets high enough to be the zener voltage plus the B-E drop of Q2, Q2 will turn on, which will steal current from the base of Q1, thereby turning it off more.

I have no idea what you think R2 is doing. It makes no sense.