V good comments by BobMaximus.
- Do have DC protection in place at the amp's output if you like amp-tinkering DIY!
- The feed to the reg could be tapped-off after the standard diode+R (although 10R+100uF is a low-pass at 16hz which any 3pin reg will eat and if sustained - will simply drop out of regulation if the raw supply is pulled down a long way, so no worse than a standard NAP: nothing bad will happen. you won't distinguish it as loss of performance by ear, because things will be at f'ing loud for a while already at that point..)
- Practically, the real/most-likely risk of loosing one front-end rail is likely to be mechanical failures in the wiring, rather than the electronics you might choose to add for front-end 'regulation' (whatever form of filtering you choose) : as soon as you take such a thing off the amp pcb, consider well how your sub-circuit is put together, and how that could mechanically fall apart / the inter- wiring fail. One loose/dodgy/'just-tacked-for-now' wire could put you in the territory BM describes. Make it all robust in a mechanical sense, as well as an electrical one, and you'll be fine.