yup, that is the problem with linear power supplies.
You are ogin gto need some big heatsinks and paralleling (as you have tried)
but oyu have found a ballancing problem
Try having a loop for each three output transistors thus each control loop will try to maintain the correct voltage/ampage independant of each of the other 2
as Nigel stated:
30V in and trying to get 12V out will result in the trasistor dropping (30 -12) = 18V, thus 18W !!!!
if it is as Nigel says 40V, then 28W
That is alot for one to dissipate