Interesting discussion here.
If you can't get the exact Zener value you can always put in series a 1N4001 or eq. to raise the voltage by 0.6 Volts. or put 2 or 3 in series to get it to the value you want.
Or put two zeners in series to get the correct value.
Say 7.5 and 5.1 Volts to get 12.6 V.
An other option if you don't want an electronic current limit is to put a 12 or 24 Volts 60 or 100 Watt lamp in series with the supply.
When the currents are low say below 2.5 Amps hardly any voltage drop is across the filament. If a short occurs. The lamp will instantly light up and becomes a series resistor and limits the current to the Wattage drawn.
It also gives an optical indication of overload.
Electronically an output current sense and voltage foldback circuit can be added which will rob the series pass transistor of it's base current and reduce the output voltage and power dissipated in the fault.
A good heatsink is a must for the series pass transisitor.