I think you have the transformer wired wrongly. Firstly to make sure no damage has happened, disconnect the secondary side of the transformer at the screw terminals and measure the AC voltage between Red and Black - should be 25V AC, also check between Orange and Yellow - should also be 25V AC. If this is ok then the transformer is working.
Assuming that you are making a 70V DC power supply. Connect the Red lead to one of the AC terminals of the rectifier and the Orange lead to the other AC terminal. Then connect the Black and Yellow together. These should not go anywhere else. In this configuration the secondary windings are now in series.
Apply mains power and measure the DC voltage. You should see 70V - 75V DC with no load. Be careful as the capacitors will take quite a long time to discharge.
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Graeme