If you still suspect the LM337 then test it all by itself without external transistors and the like. Load the output to 1 amp or so and see what happens. If it works, up the current little by little and see that it goes into current limit. If it does not go into current limit then it may be fake. It should work with any load as long as the heat dissipation is taken care of with a proper heat sink. You do know that the LM337 itself has to have a heat sink too right? It may have to be a separate heat sink too so the case does not connect to the transistors in the wrong way.I have replaced a new lm337, the circuit was working fine.
I have connected a load of 12v60 watt automobile lamp, lamp was fine glowing for less than 10 second. After that ic output came to-32V and 120ohm 1 watt was releasing smoke.
I could not predict what is happening, may be Lm337 could be counterfeit.
Since lm317 works fine with same lamp.