Have you measured the PSU voltage or are you just going by what the board says?
Building it at +/-350V would result in less max voltage swing. Yes, the sum of the string of zener diodes controls the max output voltage. However, if the transformer secondaries are not high enough to support +/-400V you would end up with an unregulated power supply. Also, if you do change the diodes you'd want to make sure that the power supply capacitors installed are OK for the higher voltage (they would need to be at least 450VDC caps)
What i meant was if you adjusted the bias supply so it measures 560V at the headphone jack, with your voltmeter that's either a 5M or 10M input, then you would have actually have set it around 1000V (which i dont think is possible) and I assume you could easily damage the headphones