In future if you run into a similar issue, you can use series connected caps. Two series connected caps results in double the voltage rating on the cap and half the value, however it is important to use resistors in parallel with each cap so the caps will share the load if doing this. For Sunn amps I usually do this for the first two cap stages. With today's wall voltages, the DC voltage inside the amps is higher than what is on the schematics, so you have to uprate the caps also. Sprague Atoms are completely overpriced and I wouldn't use them under any circumstances myself. They also put a modern cap inside the cap case in some examples. Much cheaper and better to use quality modern caps, and radial caps are going to be cheaper and better quality these days in most cases since there are so many made for other industries. You may have to drill a hole or two in order to mount terminal strips to attach the parts to, but that is the best way to go about it.
An example would be in the Sunn first stage after the power transformer, they call for a 30uF cap at 525 volts. You could get two Panasonic radial caps, 68uF at 350V for $2.99 each from Mouser. That results in essentially one 34uF cap at 700V when connected in series. Use a couple resistors in parallel with each cap (1 watt 220k metal oxide is a good choice), buy some terminal strips, and you are still WAY under the cost of a Sprague Atom cap at 600V, and you end up with a 700V cap that will be safe for any voltage that amp will see. Do something similar for the second stage, but use the 47uF 350V caps which results in a 23.5uF 700V cap for that stage when connected in series. Don't forget the resistors in parallel with each cap. The third stage is usually ok with a single 500V cap, though you can use series connected caps there also for better voltage protection.
For Sunn bass amps like the 200S or 2000S I have found that going up in value and using a solid state rectifier instead of the GZ34 results in a tighter bass response that many players like, if any are still using vintage Sunn amps that is. Most bass players these days seem to have switched to super light Class D amps and a 12 inch cabinet or something else similarly light, though you wouldn't catch me doing that. I still like vintage Sunn 200S and 2000S and Ampeg SVT's for bass, and if forced to use solid state I have an old Trace Elliot that is too heavy but gives good sounds. For guitar, I don't use Sunn personally. :)
Greg