Please see my post above regarding the fact that a "Performance" heatsink for the Z400 can fit in one of the two spaces for the Z600 processors. For the second you will need to buy a true Z600/Z800 Performance heatsink (the Mainstream and the Performance official heatsinks for the Z600 and the Z800 are identical.
Pretty much all HP parts have two part numbers for the same thing.... an Assembly and a Spares part number. Thus, you can search with google for both and may have more luck with one than the other.
Mainstream: 535586-001 = 463990-001 These have lower cooling capabilities, still can be pretty easily found, are used for the large majority of Z600s, are reasonable in price used off eBay, and because they are smaller they fit in easily.
Performance: 535588-001 = 463991-001 These are for the hotter processors such as the X5690 running at 130W max TDP, and were not used a whole lot in Z600/Z800 builds because those hotter processors were so expensive at the time. They, thus, are much more difficult to find and are expensive even used. They have larger surface area, run a larger fan, and are specially offset from the socket they are screwed to so that they just barely fit over both sockets (see pictures below showing that offset).
One of the two sockets in a Z600 has more room than the other around it, and that is why a Performance Z400 fan can fit over that particular socket if you bend that Z400 heatsink's rear thin heatsink air deflection plate down a bit. So, you can actually run a Z600 with two hot processors using one of the Z400 Performance heatsinks and one of the official Z600/Z800 Performance heatsinks. Both heatsink fans are wired the same, which is how the motherboard detects presence of a Performance heatsink. That trick can save you some significant funds.
I have posted on how the wiring of the fan is different between fans for a Mainstream and Performance heatsink, and that you can spoof the motherboard into thinking it has a Performance heatsink attached when it is only a Mainstream heatsink if you modify the Mainstream fan wiring. Unwise unless you know what you are doing, and monitor whether your processor gets too hot for your type of work. For example, if you wanted to run two X5690s in a Z600 for checking email and surfing the web you might get away with that spoof. 
Now, comparing the Z600/Z800 Mainstream versus Performance heatsink/fans side by side.... these screw on to the same sockets:
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