> new question in my little brain.
HOW "little" is your brain?
Do you understand NFB generally?
NFB stability?
Transformer phase shift?
If you have nearly-no understanding, it would take too long to teach it all.
It would be best if you say what you already understand. Teach it as far as you can take it. This allows lurkers with emptier brains to gain from your knowledge. And it allows people with more cluttered brains to take-up right where you fall off the rail, rather than go all the way back to baby-steps which you already mastered.
The idea is:
wide-band audio transformers have a top resonance. Leakage inductance and stray capacitance. Depending on details, this can give a significant resonance, say near 50KHz.
If the amplifier before it were "ideal", infinite gain and bandwidth, NFB could control the resonance.
Tubes have limited gain and bandwidth. Typically gain is falling near 50KHz. Phase shift of tube plus resonance makes the NFB unstable. You can increase gain with more stages, but this reduces bandwidth and increases phase-shift.
You often can not control 50KHz resonance with overall NFB.
However the Final stage in a power amp has good bandwidth, though not a lot of gain. (You can get Power or Gain, but you can't have both.) You can get a little local NFB, strictly between power tube and transformer, with Grid (G1), Screen (UL), or Cathode NFB. G1 NFB has bandwidth challenges. G2 NFB is non-obvious design and may have been variously Patented. Cathode NFB works the tube as Grounded Grid (great bandwidth), and can be designed by inspection.
> how to calculate the winding for CFB?
There's no right answer. Not even a good answer. But this will get you going.
Wind so that peak cathode voltage is similar to peak grid-cathode voltage. In the example you show, peak G-K voltage is probably 25V, so design cathode winding for 25V.
If the NFB signal to the cathode is any less, it hardly does anything. If any more, your driver can't make the increased voltage-swing with low distortion. The suggestion above requires 50V peak, which is a lot for a driver working at these B+ voltages.
Do that, and see how you like the compromise between top-ring control and excess drive requirement. You may be able to find a "no gross flaw" design. But finding a "really sweet" design gets into opinion, fashion, and wise choices, stuff which comes after many-many designs and builds.