Thanks for all the advice so far. Here is the update:
There are no shorts across the output. Also the emitter, base, and
collector of the big power transistor are not shorted to ground. But
here is something that seems wrong: there is no variable voltage on the
base of the big power transistor when the set-voltage is varied. So
there is some problem before the big power transistor. This is all I
have so far.
Any advice?