I doubt the capacitor discharge could give you the sensation, at least for dry hands. My bet is that the capacitor is some stock computer supercap charged to 5-6V. After all, you don't get shocked by phone lines with 48V. Otherwise, if your hand can get the sensation, then also transistors inside the lamp can get damaged. The standlight situation may be an aftereffect rather than the reason.
Significant voltages can be generated if the dynamo is subjected to a load and the load is disconnected. This could be done many times per second by the electronics, without visible effects as far as illumination is concerned. Normally, there is a protection across the dynamo protecting against the voltage spikes. Maybe that protection got disconnected. As a remedy external to the dynamo and the lamp, you might connect the dynamo terminals with either back to back Zener diodes, say 15-20V/3-5W each, or a snubber out of a 100nF capacitor in series with a 100 ohm resistor.
Note though that I have no personal experience with Edelux and otherwise obviously cannot guarantee that the suggested remedy will work.