What is known as "Test Lead Wire" is available with 1500V and 5000V ratings. If you need only short lengths, buying some Test Leads rated at 5000V is a source. If you need longer lengths, the mail order suppliers have it for $150 for a 100ft. spool. Here is one I found.
https://www.digikey.com/products/en?mpart=1636%20RD005&v=216
Another possibility is Spark Plug Wire used on car engines. Most of it is 'Resistance Wire', instead of wire it uses a carbonized thread. It can not carry much current and is somewhat fragile. The original Non-Resistance plug wire is probably still available, it's just that I haven't seen it the retail Auto Supply stores lately. If you are near a large body of water it may be available in Marine supply stores.
Good Luck! ...and what is your project?
Cheers,
Tom