DAC with high current [max 5V 400mA]

Ah yes, I remember now, these things tend to have a soft-iron core so PWM won't work (very heavy eddy current
losses).

So you need a current amp after the DAC (or PWM/LPF). Look for circuits using an opamp to drive a power transistor in emitter
follower mode to get precise high current amplification.

If you want the circuit to power up in the same state as previously there are some clever DACs available with a little
EEPROM on board that is used to set the output voltage at power-up - rather than outputing zero until the microcontroller
gets round to setting it up.