The first thing to choose in a discrete regulator design like this is the pass transistor - most other values fall out of that initial choice.
Assuming that we stick with BJTs for now, we are looking for a transistor with a Vce of at least 375V, although adding a safety margin isn't a bad idea (400V-450V).
R15 provides a small amount of current needed for turning on Q8 and also used in biasing D8. We need to choose a value of R15 that provides the sum of these two currents. The base current of Q8 will be approximately beta times smaller than the output current. Look for beta/Hfe in the datasheet of your chosen transistor; as an example if Beta = 100, then the Q8 base current would be 5mA/100 = 50uA i.e. not much. We will get to the zener diode current later.
As an example, lets aim for an output of 4V, in the middle of your specification.
The base of Q10 acts like the feedback pin on regular LDOs. Here we are comparing the output Vout, divided down by a potential divider (R16, R17 and R18) with a reference. The reference is the zener diode voltage + 0.6V diode drop from Q10.
If we choose a 1.2V zener and add 0.6V ( = 1.8V), then we need to divide Vout from 4V to 1.8V. If you ignore R18, and just use R16 and R17 that is just a simple potential divider question.
The reverse current in D8 will depend on the actual component chosen, look for the recommended currents in the datasheet. Once you have a value (say 1mA) then R15 can be calculated, using ohms law.
R15 = (Vout + 0.6) / (Iref + Ibase_q8)
Can I improve the design by replacing some BJTs by MOSFETs (e.g. Q8)?
I don't think there is much to be gained from MOSFETs in this application but others may disagree. MOSFETS don't have any gate current which helps with efficiencies at high loads, but unlikely to make much of a difference at such low loads.
Where could I find some more detailed information about this circuit?
This article describes a very similar circuit. Try searching for "discrete linear regulator" to see similar ideas.
Are there other circuits that would suit better my application?
As mentioned earlier, you can buy high voltage linear regulators that don't require the same design effort. If you are looking for improved efficiency, then a high voltage buck or flyback converter could be the way to go.