[Arran]

The values of .04 and .2 mf would normally be replaced with polyester film capacitors, roughly the modern equivalents of the old paper caps not with electrolytic capacitors, I don't think that you could even buy a .04 mf electrolytic off the shelf. The closest stardard sizes to a .04 and a .2 mf would be a .047 and a .22 mf at either 400 or 630 volts, Radio Daze and Bobs Antique Radios cary these sizes. The electrolytic filter caps you list can be purchased through these two outfits or from Mauser Electronics as single caps, the values in microfarads are not very critical so long as they are the same size or larger. The 20-20 150 volt unit in there was likely a replacement, you can use a 30-30, a 40-40 or a 50-50 etc, but most people don't use two or three section filter caps anymore they install single filter caps in it's place as the selection of ready made units is limited. What some do is to take two or three singles, clean out the case of the old two or three section unit, and stuff the new ones inside if they can find ones that fit.
Regards
Arran

P.S you can recreate the old .2 mf and choke unit if you wish fairly easily, you remvove the old unit, unwind that small coil keeping count of the number of turns of wire, melt ot the innards of the old cap, install a new .22 mf inside, and then rewind the coil on the shell of the old paper capacitor.