I’m a heavy user of CCS loads. I generally use them to test my valves regardless of using my curve tracer or not. I tried multiple CCS types in the past with good results until I ended up burning one FET or protection zener or whatever due to the abuse of it.
Testing high current loads is not easy at high voltages. The DN2540 is rated at 400V. Not enough. You can use an expensive 01N100D which is another depletion 1KV MOSFET that has a lower Ciss (54pF against 200pF) or you can look at the cheaper enhancement FETs which require a different bias arrangement. If we are looking at modifying the classic cascode self-bias pair, it is a convenient opportunity to improve the VDS bias of the lower FET to improve the frequency response by lowering the Ciss. Remember that in a FET the Ciss is proportional to the VDS. The classic cascode pair has a disadvantage as the lower FET is biased with VDS lower than 1-2V to ensure the upper FET is biased correctly.