I didn;t look at your parts closely, but I did notice the missing safety gap. Newark has some to 7.5 KV. You can probably put them in series, I have used 1000 V gaps before.
https://www.newark.com/jsp/search/b...ch&Ntt=gas+discharge&Ntx=mode+matchallpartial
This thing will probably have to be built using teflon or ceramic standoffs.
Those sorts of resistors generally can be used, but I would mount the mounting things on ceramic standoffs as well. Fiberglas makes a nice substate to make the base out of. Use Locktite 222 if you use screws and crimp terminals.
I would try to ascertain the voltage rating of the resistors by looking on their website and/or calling the manufacturer and then create a series combination of the voltage ratings. Generally, the longer the resistor the higher the ratings.
I've works on stuff that had a 15 kV, 1 Amp shunt regulator and 100 kV at 0.1 A power supplies. I would also create a safety as best as you can. e.g. Locked door, safety switches, a power switch that uses a key etc.
Teflon turret terminals
https://www.newark.com/jsp/search/b...ions=false&ref=globalsearch&_requestid=351098 might also be used to put yur MOV's together.
Pay attention to distances and the dialectic strength:
https://en.wikipedia.org/wiki/Dielectric_strength of the materials and air.
I didn't comment specifically on your parts. Maybe later today.