Hej Olof

I'm glad to read that you enjoy your project and i must say, that you've done it very good! It's not very easy to build a amp just "from the scratch" as first time project. Great!
You can use the 22uF / 25V cap instead of the 35V cap. That shouldn't be a big problem, because this cap isn't connected to the supply voltage. This cap is a decoupler for the feedback and it also works as a frequency setting component. You can attach it to the circuit and change it later to 22uF / 35V - when you got this cap. I would change it later, if you want to drive the amp to the limit (for safety reasons only).
Some more little tips:
Be sure that the leads from the PSU to the amp are able to carry the current. Use 1,5 mm² wires to supply the amp boards.
You must be careful with the IC isolation. Be sure that the IC doesn't have a electric contact to the coolers. Use MICA or Silipads + thermal grease.
If you like to build the completed amp into an enclosure, be sure that it's vented, or the amp will heat up.
Connect the "MAINS EARTH" to the enclosure, if you want to use a metal enclosure.
Feel free to ask, if there any questions are left!
Where to apply the paste thermally? is it on the metal back of the IC or on the heatsink surface too?