yeah, you need a real cap leakage tester for those. i don't even think a Sencore goes up that high... if you know what you are doing, you can make a voltage multiplier to take some low current high voltage AC and put it through the multiplier to get 4kv, then connect the cap across it with a 1 meg resistor in series on the ground side. every volt across the 1 meg resistor is a microamp of leakage. since most DMMs these days are isolated to 600-1kV, you will need a voltage divider across the output of the multiplier to measure it.