Unless the leads are exceptionally thick, I reckon that most of the heat is dissipated by the case to the air. I have seen that you are troubled with the capacitor temperature, how about cutting a large hole in the PCB to get through air flow on the capacitor. If you cut its sleeve off and sprayed it matt black you would be able to dissipate heat more effectively. Have you considered putting a current limiting resistor in series with the cap, it will increase the ripple but its for a pump not a hifi amp.
Years ago I used this technique on a tropicalised transmitter power supply. When the RF was keyed the voltage across the capacitor dropped by 150 V with a current peak of 10s of amps. A 10 ohm resistor in series with capacitor reduced this to 5 amps and did not seem to affect the ripple.
Frank
Frank