I don’t think the voltages you see there would prevent the VCO from doing at least something, so while a better supply is nice it won’t fix this on its own. Did you build stripboard version of the simple VCO? If so, checking the supply voltages on the 3340 and the CV voltages on the 100k resistors (not the 3340 pin) may provide more clues; see the drawing here:
(I’ve also marked some expected resistances there, but make sure to power off before measuring those.)
(and yeah, you can follow up in that thread or in one of the other simple VCO threads, since this is about power supplies).