Not mentioned yet is the difference (tolerance) of the capacitance value. During discharge, if one bank of capacitors has a smaller capacitance it will reach 0V first. Then as the remaining banks continue to discharge the 'small' bank will take on a negative voltage.

Solution is to place a diode across each bank to prevent negative charging.

In your latest diagram, the diodes and transformer windings will accomplish this, but maybe not fast enough to limit damage. Some capacitors can withstand a reverse voltage, and some cannot.