Hello Sveta,
It looks like your design is well on its way. Yes, sensing high voltage with a resistor divider can waste too much power in a system such as yours, where current to the useful load is well under one mA. If your regulation requirement is not too strict, you might use an old trick which again, takes advantage of the transformer -- sense the voltage on its primary side, specifically its "flyback" voltage that develops when the MOSFET switches OFF. In a flyback converter, this voltage is more or less proportional to output voltage. Sensing it takes much less power, and preserves isolation between the "hot" and "cold" sides of the system.
When the output voltage reaches the regulation point, the Zener diode conducts, drives the PNP transistor ON, thus providing a logic-Hi signal. You can use this to drive the Shutdown or Disable input of whatever IC you're using to switch the MOSFET. The result is rather crude regulation, as the converter "hiccups" to maintain its set point. The cool (literally) part is that power is saved because the entire circuit spends part of its time in shutdown.
There's of course more sophisticated ways to accomplish this, which you can pursue should such be needed.
Best regards,
Bob