Designing a power supply is not a trivial task. I've spent more than 10 years in the employ of professional companies which do this sort of work.

Some thoughts:

1. Input-side - that's huge power you'll be drawing from the mains. I'd estimate that you'll need at least 20A service. You'll also need some hefty EMI filtering to avoid polluting the mains with the switching noise from the converter. Don't forget about inrush limiting, surge suppression, fuse sizing and X-capacitor discharge circuitry.

2. PFC - Most designs need some sort of power-factor correction to ensure that sinusoidal current is being drawn from the mains. You'll most likely need a multiphase PFC to handle this sort of current effectively.

3. DC/DC converter: You'll definitely need a soft-switching topology to achieve any reasonable sort of efficiency on the primary side. Look into the zero-voltage-transition full-bridge converter, aka phase-shift full-bridge (Intersil, Texas Instruments and others make controllers for this sort of topology) and look into really rugged MOSFETS (I've used IRFPS40N50Ls for 3kW designs). You'll need really good transformer core material (consider Ferroxcube or Nicera) to keep the losses low. You may want to even consider running two 2kW converters, and sum the currents on the secondary-side with a current sharing circuit.

4. Rectification: There isn't an efficient way to rectify such high voltage. You won't be able to take advantage of synchronous rectifiation (in my estimation) so you'll be burning power in Schottky diodes.

5. Thermal management: You need to ensure that your magnetics and switching devices are all in their safe operating areas, and design heatsinks / install fans to ensure that they all stay out of any potential thermal runaway conditions.

6. Protections: Over voltage, over current, over temperature, short-circuit, line surge, ESD, EFT ... all things that you need to design protection against.

7. Regulatory / Safety: You'll need to ensure that you meet proper creepages and clearences, that your touch current is safe, that all the critical magnetics and power train devices do not result in the power supply becoming unsafe during any single abnormal event, that your thermal management is keeping the parts within their safe operating areas, that you're using regulatory-approved parts for safety-critical functions (X- and Y-caps, MOVs, optoisolators, etc.)

Are you sure you really want to try and design such a thing yourself? There are books out there that explain how to design, but becoming proficient is a life's work in itself.

The TEL-3 0523 has an efficiency of 74% at 100mA into the full output of 30V (+/-15 volts). Put it another way, it's likely that this 26% power loss will also be present on extremely light loads too.

So, 26% of 3 watts is 0.78 watts and from a 5 volt supply, the current is therefore going to be about 160 mA. 160 mA will drop about 8 mV across the resistance of the input inductor so this side of things looks fine even if two tracos are sharing the inductor.

You might also note that the voltage specification across load is for loads of 10% to 100% and this is a significant clue to something you haven't considered; You'll probably need to load the output of each traco with a load equivalent to 300mW to guarantee the output voltage doesn't significantly rise about +/- 15 volts.

I've fallen foul of this before and cursed myself. Hey it's not a biggy but you'll curse if you haven't left room for this - put this load directly on the output - no point it going after the filter.

Regards the use of the tracos as shown. Been there and done it with no problem (that I'm aware of)! In fact I needed 18V on one job and seriesed the output from a 15 volt and 3V3 (near enough).

I'd make room for a 10nF ceramic across the 120uF caps too. Clearly I can't tell whether this is good enough for your application because you don't really know. I've used linear voltage regulators on the outputs of tracos several times because I didn't know either and I didn't want to take a chance.

Good luck