If this is a product, you need to be very careful using the light bulb. The socket and the wires are not rated for the voltage and you have to worry about the creepage distance, dielectric strength. Even you use a relay, be careful of the contact rating. Anything of 1000V has to be look at in a totally different light. Even if it is a garage project, you still have to be careful for your own safety and other's safety as you can see yourself already. With that kind of energy, it is very very dangerous.
Light bulb might sound very easy to do, but if it is for a product, you are going to have to justify to UL or CE how you can make things safe. If the socket are not made to take the voltage, you have to justify how to make a casing to keep people from sticking their finger in, the creepage distance and it can end up to be a lot more complicate than you thing. I design a lot of HV supply and have to pass CE test and I am very familiar with the requirement.
I was going to suggest using a 1500V NPN transistor, using some simple control circuit to turn it off during operation but turn on when you switch off the supply. THe NPN can drain the cap through a few 2W carbon resistor in series that can hold up to 1000V to drain the cap down. It might sound more complicated. But in reality, the parts are rated correctly, a good pcb layout or careful building would make it work. At that, you still have to have transient suppressor for protection for component failure to prevent HV from entering into the low voltage circuits.
Just a thought.