If B+ shorted to the chassis on the last module, and there was no safety earth path back to the IEC, then what prevent possibly lethal voltages from being present on that last chassis
If B+ shorted to chassis, there is no reference to mains input (B+ is derived from an isolated secondary winding), so even if there was a safety earth, no current would flow in the safety earth because there is no complete circuit which includes mains entry safety earth and the B+ supply.
Assuming the B+ return path was connected to chassis, then you would still have a short circuit from B+ through chassis, through return path to transformer secondary, and you would either blow your secondary side fuse if that existed, blow your transformer primary side fuse, or if the winding resistance was high enough and the primary size fuse was sized too high, just circulate current, getting the wiring and possibly sheet metal hot.
That would be independent of mains safety earth connection, though, and would apply even if you had a battery powered supply generating B+ and the entire system was isolated.
Now you are using the those voltages in each module, so why would safety earth be treated any differently?
But mains voltages are
not being used in each module (according to
post #5, "mains is only in the amp chassis"), so safety earth is not being treated differently. Safety earth follows mains, no mains in the other modules, so requirement for safety earth does not apply.
I do hesitate based on the question from zamproject in
post #7, namely how to handle a primary side to secondary side short in the transformer.
That should typically be handled by using transformers with safe construction. I do not know what ratings numbers would indicate that (e.g. UL recognition), but the term "double insulated" is a general description of transformers with two layers of protective insulation around the primary side to prevent a single fault from allowing dangerous contact of primary winding voltage to anything else (secondary winding, frame, chassis, etc.).