Hello Youhao, I come back with some new results.
In a first time, I have tested values you have given for compensation network. I have tried with and without Q36. Q36 doesn't affect stability but is required to obtain a clean 5V power supply.
Without load, I think it runs better, but with a load (47 kR / 406 V = 8.5 mA), system shows oscillations and inrush current can be greater than 3A !
Best regards,
JB