Use 304 or 316 SS, 302-303 SS welds poorly.
416 SS is another option, welds nicely with TIG and then can be heattreated/annealed to a consistant condition.
Gun barrels are made from 416, depending on application pressures up to 45k psi.
A comment on fiberglass and CF, use multiple layers and directions of fibers for strength. Add layers of Kevlar.
The high pressure bottles mentioned are constructed with "tows", CF strands in a string and wound very carefully around the shape for strength.
There is always the option of putting in a burst panel.
John