This is one of my homemade high voltage capacitors. One of these is too small on its own so I use numerous (about 12) of these in parallel with each other to gain the needed capacitance
Since this picture was taken I have upgraded to using a bank of 20 commercial 1500 volt capacitors in series to withstand the required voltage, and 5 strings of these in parallel to gain the needed capacitance (100 capacitors in total).