Re: Power Supply for bandgap
I am assuming that Va is always present (such as an unregulated supply), and that Vb is a regulated supply that is not always present.
What I would recommend is using a comparitor. The supply for the comparitor would be Va (if it is always present and greater than Vb), or using a peak detector to decide between Va and Vb to supply the comparitor if Va can be lower than Vb.
The reference for the comparitor could be a crude secondary voltage reference (2nd untrimmed bandgap, vbe multiplier, resistor divider from supply, zener voltage, diode stack, etc., depending upon how accurate it needs to determine the 2.5V supply, you can determine how good this reference needs to be.)
The comparitor determines if Vb is greater than this reference voltage, and controls switches to control the supply for your bandgap.
Of course, if my assumptions are not true, the solution may not work for you.