I would love to help but I feel unqualified to offer specific advice about working at voltages over 10kV as I’ve never done so and I would worry about giving bad advice because it’s very easy to make a mistake at those voltages!
EEVblog interviewed a guy on this subject – it was excellent. Let me see if I can find it…
Yes, here it is
He’s building a 1000:1 divider, you’d probably need 10000:1, but the same principles apply. Hope it helps a little.