In order to use a HV probe, you need to know the input Z it works with and the input Z of your scope. DMM's typically have 10 M ohm and scopes typically have 1 M ohm shunted by 1 pf (typical) or 50 ohms, sometimes selectable.
That will make a big difference.
Even if you don't know the resistance of your scope, you can figure it out. Scope probes have an RC attenuator which will be able to null out the capacitance of the scope. That's the little screwdriver adjuat for the 10x, 100x etc probes. With a high rise time square wave in, you adjust for a nice square wave. This is why scopes have a calibrate TP on the front.