I recommend that you NOT use 400v rated capacitors in the SEX amp; stick with at least 450v rating for the electrolytic capacitors.
There are two ratings, the working voltage and the surge voltage. The surge rating is the maximum short term voltage, valid for only a few seconds. This should be compared to the peak voltage in the power supply, which occurs shortly after the amp is turned on, before the tubes start to conduct. In the SEX amp, with the design value of 120v from the line power, that is 470v. Allowing for up to 10% extra (132v line) which is within some specifications for power lines, the peak can be 515 volts. Surge voltage ratings for 400v capacitors are 450v; for 450v caps they are 500v.
In normal use the power supply produces a nominal 380v, which becomes 420v at +10% line voltage. However, capacitor lifetime depends on temperature, with the best lifetime occurring when operated at 50% to 80% of the rated voltage. So ideally I'd like to use 500v or 550v capacitors - unfortunately those ratings are very rare.
Polypropylene capacitors have an expected lifetime that is dependent on temperature and voltage. At 85C and rated voltage, they are expected to last only 5000 hours, but at 90% of rated voltage they are expected to last a 80,000 hours. (This comes from some CDE data sheets; there's a wealth of information available there for those who are interested.)
I can't find the data right now, but mylar is more sensitive and I would not operate a mylar capacitor at more than 70% of its rated voltage.